A quasi Monte Carlo-based model reduction method for solving Helmholtz equation in random media

Dingjiong Ma, Zhiwen Zhang
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Abstract

Wave propagation in random media has broad applications in materials science and engineering. In this paper, we develop a quasi Monte Carlo (qMC)-based model reduction method for solving random Helmholtz equations. In the physical space, we construct multiscale reduced basis functions by using an optimization method together with the proper orthogonal decomposition method. Then, in the random space we employ the qMC method for discretization. Under mild conditions, we prove that the spatial grid size is only proportional to the wave number, and almost a first-order convergence rate is achieved in the random space with respect to the number of samples. Since the exact solution oscillates in both physical and random spaces, our approach provides an efficient strategy to find its numerical approximation. One significant advantage of our approach over existing methods is its applicability to generic random media which cannot be treated as random perturbations of homogeneous media. These are confirmed by a series of numerical examples.
求解随机介质中亥姆霍兹方程的拟蒙特卡罗模型约简方法
随机介质中的波传播在材料科学和工程中有着广泛的应用。本文提出了一种基于拟蒙特卡罗(qMC)的模型约简方法,用于求解随机亥姆霍兹方程。在物理空间中,我们利用最优化方法和适当的正交分解方法构造了多尺度约简基函数。然后,在随机空间中采用qMC方法进行离散化。在温和条件下,我们证明了空间网格大小仅与波数成正比,并且在随机空间中相对于样本数几乎达到一阶收敛速率。由于精确解在物理和随机空间中振荡,我们的方法提供了一种有效的策略来找到它的数值近似。与现有方法相比,我们的方法的一个显著优势是它适用于一般随机介质,而不能被视为均匀介质的随机扰动。通过一系列数值算例验证了上述结论。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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