Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media
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finite element methodHelmholtz equationheterogeneous mediaquasi-Monte Carlo methodrandom mediawave propagation
Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) 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: 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.
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Cites work
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Cited in
(13)- A sharp relative-error bound for the Helmholtz \(h\)-FEM at high frequency
- Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification
- Probabilistic failure mechanisms via Monte Carlo simulations of complex microstructures
- Wavenumber-Explicit Parametric Holomorphy of Helmholtz Solutions in the Context of Uncertainty Quantification
- Corrigendum to: ``Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media
- Parametric shape holomorphy of boundary integral operators with applications
- Domain uncertainty quantification for the Lippmann-Schwinger volume integral equation
- Frequency-explicit shape holomorphy in uncertainty quantification for acoustic scattering
- Galerkin neural network-pod for acoustic and electromagnetic wave propagation in parametric domains
- Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods
- A Filon-Clenshaw-Curtis-Smolyak rule for multi-dimensional oscillatory integrals with application to a UQ problem for the Helmholtz equation
- Quasi-Monte Carlo and discontinuous Galerkin
- Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
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