Tensor-Based Numerical Method for Stochastic Homogenization
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Multilinear algebra, tensor calculus (15A69) Almost and pseudo-almost periodic solutions to PDEs (35B15) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) PDEs with randomness, stochastic partial differential equations (35R60) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Abstract: This paper addresses the complexity reduction of stochastic homogenisation of a class of random materials for a stationary diffusion equation. A cost-efficient approximation of the correctors is built using a method designed to exploit quasi-periodicity. Accuracy and cost reduction are investigated for local perturbations or small transformations of periodic materials as well as for materials with no periodicity but a mesoscopic structure, for which the limitations of the method are shown. Finally, for materials outside the scope of this method, we propose to use the approximation of homogenised quantities as control variates for variance reduction of a more accurate and costly Monte Carlo estimator (using a multi-fidelity Monte Carlo method). The resulting cost reduction is illustrated in a numerical experiment with a control variate from weakly stochastic homogenisation for comparison, and the limits of this variance reduction technique are tested on materials without periodicity or mesoscopic structure.
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Cited in
(13)- Numerical stochastic homogenization by quasilocal effective diffusion tensors
- Two reduction methods for stochastic FEM based homogenization using global basis functions
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
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- An efficient multimodes Monte Carlo homogenization method for random materials
- An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains
- Numerical algorithm for source determination in a diffusion-logistic model from integral data based on tensor optimization
- A Normalizing Field Flow Induced Two-Stage Stochastic Homogenization Method for Random Composite Materials
- Stability analysis of hierarchical tensor methods for time-dependent PDEs
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