An efficient multimodes Monte Carlo homogenization method for random materials
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convergence and error estimatesfinite element methodmultimodes Monte Carlo methodrandom composite materialsstochastic homogenization
Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Second-order elliptic equations (35J15) PDEs with randomness, stochastic partial differential equations (35R60) Monte Carlo methods (65C05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random materials and composite materials (74A40) Homogenization in equilibrium problems of solid mechanics (74Q05)
Abstract: In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure. In the first stage, the original oscillatory diffusion equation is approximated, for each fixed random sample w, by a spatially homogenized diffusion equation with piecewise constant coefficients, resulting a random diffusion equation. In the second stage, the resulted random diffusion equation is approximated and computed by using an efficient multi-modes Monte Carlo method which only requires to solve a diffusion equation with a constant diffusion coefficient and a random right-hand side. The main advantage of the proposed method is that it separates the computational difficulty caused by the spatial fast oscillation of the solution and that caused by the randomness of the solution, so they can be overcome separately using different strategies. The convergence of the solution of the spatially homogenized equation (from the first stage) to the solution of the original random diffusion equation is established and the optimal rate of convergence is also obtained for the proposed multi-modes Monte Carlo method. Numerical experiments on some benchmark test problems for random composite materials are also presented to gauge the efficiency and accuracy of the proposed two-stage stochastic homogenization method.
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Cited in
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- Goal-oriented adaptive modeling of random heterogeneous media and model-based multilevel Monte Carlo methods
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- Solving multiscale elliptic problems by sparse radial basis function neural networks
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- Efficient multimodes Monte Carlo method for structural topology optimization with random uncertainties
- An efficient RVE-EMC approach for multiscale equations of random heterogeneous materials
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- Homogenization of transport properties of composites based on stochastic dynamics
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