Harri Hakula, Helmut Harbrecht, Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan
{"title":"利用周期性随机变量量化随机域的不确定性","authors":"Harri Hakula, Helmut Harbrecht, Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan","doi":"10.1007/s00211-023-01392-6","DOIUrl":null,"url":null,"abstract":"<p>We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently introduced by Kaarnioja et al. (SIAM J. Numer. Anal., 2020) in which a countably infinite number of independent random variables enter the random field as periodic functions. We develop lattice quasi-Monte Carlo (QMC) cubature rules for computing the expected value of the solution to the Poisson problem subject to domain uncertainty. These QMC rules can be shown to exhibit higher order cubature convergence rates permitted by the periodic setting independently of the stochastic dimension of the problem. In addition, we present a complete error analysis for the problem by taking into account the approximation errors incurred by truncating the input random field to a finite number of terms and discretizing the spatial domain using finite elements. The paper concludes with numerical experiments demonstrating the theoretical error estimates.\n</p>","PeriodicalId":2,"journal":{"name":"ACS Applied Bio Materials","volume":null,"pages":null},"PeriodicalIF":4.6000,"publicationDate":"2024-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Uncertainty quantification for random domains using periodic random variables\",\"authors\":\"Harri Hakula, Helmut Harbrecht, Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan\",\"doi\":\"10.1007/s00211-023-01392-6\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently introduced by Kaarnioja et al. (SIAM J. Numer. Anal., 2020) in which a countably infinite number of independent random variables enter the random field as periodic functions. We develop lattice quasi-Monte Carlo (QMC) cubature rules for computing the expected value of the solution to the Poisson problem subject to domain uncertainty. These QMC rules can be shown to exhibit higher order cubature convergence rates permitted by the periodic setting independently of the stochastic dimension of the problem. In addition, we present a complete error analysis for the problem by taking into account the approximation errors incurred by truncating the input random field to a finite number of terms and discretizing the spatial domain using finite elements. The paper concludes with numerical experiments demonstrating the theoretical error estimates.\\n</p>\",\"PeriodicalId\":2,\"journal\":{\"name\":\"ACS Applied Bio Materials\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":4.6000,\"publicationDate\":\"2024-01-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ACS Applied Bio Materials\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s00211-023-01392-6\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATERIALS SCIENCE, BIOMATERIALS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACS Applied Bio Materials","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s00211-023-01392-6","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATERIALS SCIENCE, BIOMATERIALS","Score":null,"Total":0}
Uncertainty quantification for random domains using periodic random variables
We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently introduced by Kaarnioja et al. (SIAM J. Numer. Anal., 2020) in which a countably infinite number of independent random variables enter the random field as periodic functions. We develop lattice quasi-Monte Carlo (QMC) cubature rules for computing the expected value of the solution to the Poisson problem subject to domain uncertainty. These QMC rules can be shown to exhibit higher order cubature convergence rates permitted by the periodic setting independently of the stochastic dimension of the problem. In addition, we present a complete error analysis for the problem by taking into account the approximation errors incurred by truncating the input random field to a finite number of terms and discretizing the spatial domain using finite elements. The paper concludes with numerical experiments demonstrating the theoretical error estimates.