A hybrid collocation-perturbation approach for PDEs with random domains

DOI10.1007/S10444-021-09859-6MaRDI QIDQ2044098zbMATH OpenOpenAlexWikidataFDO

Authors Julio Enrique Castrillon-Candas, F. Nobile, R. Tempone

Publication date 4 August 2021

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1703.10040

zbMATH Keywords

complex analysisfinite elementsperturbationSmolyak sparse gridsstochastic collocationstochastic PDEsuncertainty quantification

Mathematics Subject Classification ID

Perturbations in context of PDEs (35B20) PDEs with randomness, stochastic partial differential equations (35R60) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Abstract: In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by $N$ random variables. The random domain is split into large and small variations contributions. The large variations are approximated by applying a sparse grid stochastic collocation method. The small variations are approximated with a stochastic collocation-perturbation method. Convergence rates for the variance of the QoI are derived and compared to those obtained in numerical experiments. Our approach significantly reduces the dimensionality of the stochastic problem. The computational cost of this method increases at most quadratically with respect to the number of dimensions of the small variations. Moreover, for the case that the small and large variations are independent the cost increases linearly.

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Cited in

(19)

• Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
• A stochastic collocation approach for parabolic PDEs with random domain deformations
• Isogeometric multilevel quadrature for forward and inverse random acoustic scattering
• Tensor train based isogeometric analysis for PDE approximation on parameter dependent geometries
• IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
• Method of Green's potentials for elliptic PDEs in domains with random apertures
• A note on the domain mapping method with rough diffusion coefficients
• Hierarchical matrix approximation for the uncertainty quantification of potentials on random domains
• A fictitious domain approach to the numerical solution of PDEs in stochastic domains
• A stochastic finite element scheme for solving partial differential equations defined on random domains
• Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients
• Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains
• Reduced Basis Collocation Methods for Partial Differential Equations with Random Coefficients
• On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity
• Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets
• Complex analyticity of the nonlinear Poisson-Boltzmann equation for the interface problem with random domains
• Analytic regularity of strong solutions for the complexified stochastic nonlinear Poisson-Boltzmann equation
• \({p}\)-multilevel Monte Carlo for acoustic scattering from large deviation rough random surfaces
• Deep learning methods for stochastic Galerkin approximations of random domain problems

Describes a project that uses

Uses Software

• Spinterp
• Sparse Grid Interpolation
• Sparse grids Matlab kit

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