Papers
arxiv:2502.12345

Uncertainty quantification for stationary and time-dependent PDEs subject to Gevrey regular random domain deformations

Published on Feb 17
Authors:
,
,
,

Abstract

The study applies randomly shifted lattice quasi-Monte Carlo methods to quantify uncertainty in partial differential equations with domain uncertainty, demonstrating dimension-independent convergence rates.

AI-generated summary

We study uncertainty quantification for partial differential equations subject to domain uncertainty. We parameterize the random domain using the model recently considered by Chernov and Le (2024) as well as Harbrecht, Schmidlin, and Schwab (2024) in which the input random field is assumed to belong to a Gevrey smoothness class. This approach has the advantage of being substantially more general than models which assume a particular parametric representation of the input random field such as a Karhunen-Loeve series expansion. We consider both the Poisson equation as well as the heat equation and design randomly shifted lattice quasi-Monte Carlo (QMC) cubature rules for the computation of the expected solution under domain uncertainty. We show that these QMC rules exhibit dimension-independent, essentially linear cubature convergence rates in this framework. In addition, we complete the error analysis by taking into account the approximation errors incurred by dimension truncation of the random input field and finite element discretization. Numerical experiments are presented to confirm the theoretical rates.

Community

Sign up or log in to comment

Models citing this paper 1

Datasets citing this paper 0

No dataset linking this paper

Cite arxiv.org/abs/2502.12345 in a dataset README.md to link it from this page.

Spaces citing this paper 0

No Space linking this paper

Cite arxiv.org/abs/2502.12345 in a Space README.md to link it from this page.

Collections including this paper 0

No Collection including this paper

Add this paper to a collection to link it from this page.