Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media

DOI10.1137/20M1334164zbMATH Open1459.65010arXiv2004.12268OpenAlexW3121322459MaRDI QIDQ5149780FDOQ5149780

Authors: F. Y. Kuo, M. Ganesh, Ian H. Sloan 

Publication date: 8 February 2021

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Abstract: We propose and analyze a quasi-Monte Carlo (QMC) algorithm for efficient simulation of wave propagation modeled by the Helmholtz equation in a bounded region in which the refractive index is random and spatially heterogenous. Our focus is on the case in which the region can contain multiple wavelengths. We bypass the usual sign-indefiniteness of the Helmholtz problem by switching to an alternative sign-definite formulation recently developed by Ganesh and Morgenstern (Numerical Algorithms, 83, 1441-1487, 2020). The price to pay is that the regularity analysis required for QMC methods becomes much more technical. Nevertheless we obtain a complete analysis with error comprising stochastic dimension truncation error, finite element error and cubature error, with results comparable to those obtained for the diffusion problem.

Full work available at URL: https://arxiv.org/abs/2004.12268

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zbMATH Keywords

finite element methodHelmholtz equationwave propagationheterogeneous mediarandom mediaquasi-Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited In (7)

• Probabilistic failure mechanisms via Monte Carlo simulations of complex microstructures
• Corrigendum to: ``Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media
• Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification
• Wavenumber-Explicit Parametric Holomorphy of Helmholtz Solutions in the Context of Uncertainty Quantification
• Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
• Parametric shape holomorphy of boundary integral operators with applications
• A sharp relative-error bound for the Helmholtz \(h\)-FEM at high frequency

Uses Software

• QMC4PDE

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