Method of Green's potentials for elliptic PDEs in domains with random apertures

DOI10.1007/S10915-020-01296-9zbMATH Open1452.65390arXiv1812.07140OpenAlexW3104479725WikidataQ114225613 ScholiaQ114225613MaRDI QIDQ2199689FDOQ2199689

Authors: V. Reshniak, Yu. A. Melnikov 

Publication date: 14 September 2020

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: Problems with topological uncertainties appear in many fields ranging from nano-device engineering to the design of bridges. In many of such problems, a part of the domains boundaries is subjected to random perturbations making inefficient conventional schemes that rely on discretization of the whole domain. In this paper, we study elliptic PDEs in domains with boundaries comprised of a deterministic part and random apertures, and apply the method of modified potentials with Green's kernels defined on the deterministic part of the domain. This approach allows to reduce the dimension of the original differential problem by reformulating it as a boundary integral equation posed on the random apertures only. The multilevel Monte Carlo method is then applied to this modified integral equation and its optimal $epsilo{n}^{-2}$ asymptotical complexity is shown. Finally, we provide the qualitative analysis of the proposed technique and support it with numerical results.

Full work available at URL: https://arxiv.org/abs/1812.07140

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zbMATH Keywords

Green's functionboundary integral equationsmultilevel Monte Carlorandom boundariesGreen's potential

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Fundamental solutions, Green's function methods, etc. for boundary value problems involving PDEs (65N80) Numerical methods for integral equations (65R20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Fictitious domain methods for boundary value problems involving PDEs (65N85)

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Cited In (2)

• Corrector theory for elliptic equations in random media with singular Green's function. Application to random boundaries
• Numerical Methods for Differential Equations in Random Domains

Uses Software

• Matlab
• GaussQR

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