Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures
Abstract
Problems with topological uncertainties appear in many fields ranging from nano-device engineering to the design of bridges. In many of such problems, a part of the domains boundaries is subjected to random perturbations making inefficient conventional schemes that rely on discretization of the whole domain. Here, we study elliptic PDEs in domains with boundaries comprised of a deterministic part and random apertures, and apply the method of modified potentials with Green’s kernels defined on the deterministic part of the domain. This approach allows to reduce the dimension of the original differential problem by reformulating it as a boundary integral equation posed on the random apertures only. The multilevel Monte Carlo method is then applied to this modified integral equation and its optimal ϵ-2 asymptotical complexity is shown. Finally, we provide the qualitative analysis of the proposed technique and support it with numerical results.
- Authors:
-
- Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States)
- Middle Tennessee State Univ., Murfreesboro, TN (United States)
- Publication Date:
- Research Org.:
- Oak Ridge National Laboratory (ORNL), Oak Ridge, TN (United States)
- Sponsoring Org.:
- USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR); National Science Foundation (NSF)
- OSTI Identifier:
- 1665995
- Grant/Contract Number:
- AC05-00OR22725; DMS1620280
- Resource Type:
- Accepted Manuscript
- Journal Name:
- Journal of Scientific Computing
- Additional Journal Information:
- Journal Volume: 84; Journal Issue: 3; Journal ID: ISSN 0885-7474
- Publisher:
- Springer
- Country of Publication:
- United States
- Language:
- English
- Subject:
- 97 MATHEMATICS AND COMPUTING; Green's function; Green's potential; boundary integral equations; random boundaries; multilevel Monte Carlo
Citation Formats
Reshniak, Viktor, and Melnikov, Yuri. Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures. United States: N. p., 2020.
Web. doi:10.1007/s10915-020-01296-9.
Reshniak, Viktor, & Melnikov, Yuri. Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures. United States. https://doi.org/10.1007/s10915-020-01296-9
Reshniak, Viktor, and Melnikov, Yuri. Wed .
"Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures". United States. https://doi.org/10.1007/s10915-020-01296-9. https://www.osti.gov/servlets/purl/1665995.
@article{osti_1665995,
title = {Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures},
author = {Reshniak, Viktor and Melnikov, Yuri},
abstractNote = {Problems with topological uncertainties appear in many fields ranging from nano-device engineering to the design of bridges. In many of such problems, a part of the domains boundaries is subjected to random perturbations making inefficient conventional schemes that rely on discretization of the whole domain. Here, we study elliptic PDEs in domains with boundaries comprised of a deterministic part and random apertures, and apply the method of modified potentials with Green’s kernels defined on the deterministic part of the domain. This approach allows to reduce the dimension of the original differential problem by reformulating it as a boundary integral equation posed on the random apertures only. The multilevel Monte Carlo method is then applied to this modified integral equation and its optimal ϵ-2 asymptotical complexity is shown. Finally, we provide the qualitative analysis of the proposed technique and support it with numerical results.},
doi = {10.1007/s10915-020-01296-9},
journal = {Journal of Scientific Computing},
number = 3,
volume = 84,
place = {United States},
year = {2020},
month = {8}
}
Works referenced in this record:
Stochastic BEM with spectral approach in elastostatic and elastodynamic problems with geometrical uncertainty
journal, May 2005
- Honda, Riki
- Engineering Analysis with Boundary Elements, Vol. 29, Issue 5
Computing Green'S Functions for flow in Heterogeneous Composite Media
journal, January 2013
- Barajas-Solano, David A.; Tartakovsky, Daniel M.
- International Journal for Uncertainty Quantification, Vol. 3, Issue 1
On integral equations of the first kind with logarithmic kernels
journal, December 1988
- Yan, Y.; Sloan, I. H.
- Journal of Integral Equations and Applications, Vol. 1, Issue 4
X-SFEM, a computational technique based on X-FEM to deal with random shapes
journal, January 2007
- Nouy, Anthony; Schoefs, Franck; Moës, Nicolas
- European Journal of Computational Mechanics, Vol. 16, Issue 2
Stochastic analysis of transport in tubes with rough walls
journal, September 2006
- Tartakovsky, Daniel M.; Xiu, Dongbin
- Journal of Computational Physics, Vol. 217, Issue 1
Stochastic smoothed profile method for modeling random roughness in flow problems
journal, August 2013
- Zayernouri, Mohsen; Park, Sang-Woo; Tartakovsky, Daniel M.
- Computer Methods in Applied Mechanics and Engineering, Vol. 263
An extended stochastic finite element method for solving stochastic partial differential equations on random domains
journal, October 2008
- Nouy, A.; Clément, A.; Schoefs, F.
- Computer Methods in Applied Mechanics and Engineering, Vol. 197, Issue 51-52
The numerical solution of first-kind logarithmic-kernel integral equations on smooth open arcs
journal, January 1991
- Atkinson, Kendall E.; Sloan, Ian H.
- Mathematics of Computation, Vol. 56, Issue 193
Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty: STOCHASTIC FINITE ELEMENTS ON UNCERTAIN DOMAIN
journal, July 2014
- Kundu, A.; Adhikari, S.; Friswell, M. I.
- International Journal for Numerical Methods in Engineering, Vol. 100, Issue 3
Sparse second moment analysis for elliptic problems in stochastic domains
journal, April 2008
- Harbrecht, Helmut; Schneider, Reinhold; Schwab, Christoph
- Numerische Mathematik, Vol. 109, Issue 3
Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains
journal, August 2010
- Mohan, P. Surya; Nair, Prasanth B.; Keane, Andy J.
- International Journal for Numerical Methods in Engineering, Vol. 85, Issue 7
Homogenization of random heterogeneous media with inclusions of arbitrary shape modeled by XFEM
journal, July 2014
- Savvas, Dimitris; Stefanou, George; Papadrakakis, Manolis
- Computational Mechanics, Vol. 54, Issue 5
Qualocation
journal, December 2000
- Sloan, Ian H.
- Journal of Computational and Applied Mathematics, Vol. 125, Issue 1-2
An Unconventional Quadrature Method for Logarithmic-Kernel Integral Equations Equations on Closed Curves
journal, March 1992
- Sloan, Ian H.; Burn, B. J.
- Journal of Integral Equations and Applications, Vol. 4, Issue 1
Iterated Galerkin versus Iterated Collocation for Integral Equations of the Second Kind
journal, January 1985
- Graham, Ivan G.; Joe, Stephen; Sloan, Lan H.
- IMA Journal of Numerical Analysis, Vol. 5, Issue 3
Some applications of the Greens' function method in mechanics
journal, January 1977
- Melnikov, Yu. A.
- International Journal of Solids and Structures, Vol. 13, Issue 11
A semi-analytical approach to Green׳s functions for heat equation in regions of irregular shape
journal, September 2014
- Melnikov, Yu. A.; Reshniak, V.
- Engineering Analysis with Boundary Elements, Vol. 46
Impact of endothelium roughness on blood flow
journal, May 2012
- Park, Sang Woo; Intaglietta, Marcos; Tartakovsky, Daniel M.
- Journal of Theoretical Biology, Vol. 300
Boundary integral formulation for 2D and 3D thermal problems exibiting a linearly varying stochastic conductivity
journal, April 1996
- Manolis, G. D.; Shaw, R. P.
- Computational Mechanics, Vol. 17, Issue 6
Multilevel Monte Carlo Path Simulation
journal, June 2008
- Giles, Michael B.
- Operations Research, Vol. 56, Issue 3
On Using a Modified Nyström Method to Solve the 2-D Potential Problem
journal, June 1993
- Cheng, R. S. -C.
- Journal of Integral Equations and Applications, Vol. 5, Issue 2
Extended stochastic FEM for diffusion problems with uncertain material interfaces
journal, September 2012
- Lang, Christapher; Doostan, Alireza; Maute, Kurt
- Computational Mechanics, Vol. 51, Issue 6
Numerical Methods for Differential Equations in Random Domains
journal, January 2006
- Xiu, Dongbin; Tartakovsky, Daniel M.
- SIAM Journal on Scientific Computing, Vol. 28, Issue 3
eXtended Stochastic Finite Element Method for the numerical simulation of heterogeneous materials with random material interfaces
journal, August 2010
- Nouy, A.; Clément, A.
- International Journal for Numerical Methods in Engineering, Vol. 83, Issue 10
Prediction of steady state flow in nonuniform geologic media by conditional moments: Exact nonlocal formalism, effective conductivities, and weak approximation
journal, February 1993
- Neuman, Shlomo P.; Orr, Shlomo
- Water Resources Research, Vol. 29, Issue 2
A stochastic Lagrangian approach for geometrical uncertainties in electrostatics
journal, September 2007
- Agarwal, Nitin; Aluru, N. R.
- Journal of Computational Physics, Vol. 226, Issue 1
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
journal, March 2016
- Castrillón-Candás, Julio E.; Nobile, Fabio; Tempone, Raúl F.
- Computers & Mathematics with Applications, Vol. 71, Issue 6
A Posteriori Error Estimation for a cut cell Finite Volume Method with Uncertain Interface Location
journal, January 2015
- Collins, J. B.; Estep, Donald; Tavener, Simon
- International Journal for Uncertainty Quantification, Vol. 5, Issue 5
A fictitious domain approach to the numerical solution of PDEs in stochastic domains
journal, May 2007
- Canuto, Claudio; Kozubek, Tomas
- Numerische Mathematik, Vol. 107, Issue 2
Some numerical results using the modified Nyström method to solve the 2-D potential problem
journal, January 1994
- Cheng, R. S. -C.
- Engineering Analysis with Boundary Elements, Vol. 14, Issue 4
Correction to “Prediction of Steady State Flow in Nonuniform Geologic Media by Conditional Moments: Exact Nonlocal Formalism, Effective Conductivities, and Weak Approximation” by Shlomo P. Neuman and Shlomo Orr
journal, May 1996
- Neuman, S. P.; Tartakovsky, D.; Wallstrom, T. C.
- Water Resources Research, Vol. 32, Issue 5
A fictitious domain approach to the numerical solution of PDEs in stochastic domains
journal, May 2007
- Canuto, Claudio; Kozubek, Tomas
- Numerische Mathematik, Vol. 107, Issue 2
A stochastic collocation approach for parabolic PDEs with random domain deformations
journal, July 2021
- Castrillón-Candás, Julio E.; Xu, Jie
- Computers & Mathematics with Applications, Vol. 93
An extended stochastic finite element method for solving stochastic partial differential equations on random domains
journal, October 2008
- Nouy, A.; Clément, A.; Schoefs, F.
- Computer Methods in Applied Mechanics and Engineering, Vol. 197, Issue 51-52
Impact of endothelium roughness on blood flow
journal, May 2012
- Park, Sang Woo; Intaglietta, Marcos; Tartakovsky, Daniel M.
- Journal of Theoretical Biology, Vol. 300
An Unconventional Quadrature Method for Logarithmic-Kernel Integral Equations Equations on Closed Curves
journal, March 1992
- Sloan, Ian H.; Burn, B. J.
- Journal of Integral Equations and Applications, Vol. 4, Issue 1
X-SFEM, a computational technique based on X-FEM to deal with random shapes
journal, January 2007
- Nouy, Anthony; Schoefs, Franck; Moës, Nicolas
- European Journal of Computational Mechanics, Vol. 16, Issue 2
Numerical solution of elliptic diffusion problems on random domains
text, January 2014
- Helmut, Harbrecht,; Michael, Peters,; Markus, Siebenmorgen,
- Universität Basel