论文标题

使用定期随机变量对随机域进行不确定性定量

Uncertainty quantification for random domains using periodic random variables

论文作者

Hakula, Harri, Harbrecht, Helmut, Kaarnioja, Vesa, Kuo, Frances Y., Sloan, Ian H.

论文摘要

我们考虑对泊松问题的不确定性定量,但要遵守领域的不确定性。对于随机结构域的随机参数化,我们使用了Kaarnioja,Kuo和Sloan最近引入的模型(Siam J.Numer。Anal。,2020),其中一个无数的独立随机变量以周期性的函数输入随机数量。我们开发了晶格准蒙特卡洛(QMC)立方体规则,用于计算泊松问题解决方案的期望值,但要受域不确定性的影响。这些QMC规则可以证明显示出与问题的随机维度独立于周期性设置所允许的更高级立方体收敛速率。此外,我们通过考虑将输入随机字段截断为有限的项,并使用有限元素将空间域离散的近似误差提出了完全错误分析。本文以数值实验结论,证明了理论误差估计。

We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently introduced by Kaarnioja, Kuo, and Sloan (SIAM J. Numer. Anal., 2020) in which a countably infinite number of independent random variables enter the random field as periodic functions. We develop lattice quasi-Monte Carlo (QMC) cubature rules for computing the expected value of the solution to the Poisson problem subject to domain uncertainty. These QMC rules can be shown to exhibit higher order cubature convergence rates permitted by the periodic setting independently of the stochastic dimension of the problem. In addition, we present a complete error analysis for the problem by taking into account the approximation errors incurred by truncating the input random field to a finite number of terms and discretizing the spatial domain using finite elements. The paper concludes with numerical experiments demonstrating the theoretical error estimates.

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