Quasi-Monte Carlo finite element approximation of the Navier-Stokes equations with initial data modeled by log-normal random fields

arXiv2210.15572MaRDI QIDQ6415340FDOQ6415340

Seungchan Ko, Yi Yu, Guanglian Li

Publication date: 27 October 2022

Abstract: In this paper, we analyze the numerical approximation of the Navier-Stokes problem over a bounded polygonal domain in $mathbb{R}^2$, where the initial condition is modeled by a log-normal random field. This problem usually arises in the area of uncertainty quantification. We aim to compute the expectation value of linear functionals of the solution to the Navier-Stokes equations and perform a rigorous error analysis for the problem. In particular, our method includes the finite element, fully-discrete discretizations, truncated Karhunen-Lo'eve expansion for the realizations of the initial condition, and lattice-based quasi-Monte Carlo (QMC) method to estimate the expected values over the parameter space. Our QMC analysis is based on randomly-shifted lattice rules for the integration over the domain in high-dimensional space, which guarantees the error decays with $mathcalO(N^{-1+delta})$, where $N$ is the number of sampling points, $delta>0$ is an arbitrary small number, and the constant in the decay estimate is independent of the dimension of integration.

This page was built for publication: Quasi-Monte Carlo finite element approximation of the Navier-Stokes equations with initial data modeled by log-normal random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6415340)