Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
470285 | Computers & Mathematics with Applications | 2016 | 25 Pages |
Abstract
In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by NN random variables. The elliptic problem is remapped onto a corresponding PDE with a fixed deterministic domain. We show that the solution can be analytically extended to a well defined region in CNCN with respect to the random variables. A sparse grid stochastic collocation method is then used to compute the mean and variance of the QoI. Finally, convergence rates for the mean and variance of the QoI are derived and compared to those obtained in numerical experiments.
Keywords
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Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Julio E. Castrillón-Candás, Fabio Nobile, Raúl F. Tempone,