Simulation of random fields on random domains

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Autoren

Externe Organisationen

  • Technische Universität Dortmund
  • The University of Liverpool
  • Tongji University
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OriginalspracheEnglisch
Aufsatznummer103455
FachzeitschriftProbabilistic Engineering Mechanics
Jahrgang73
Frühes Online-Datum25 Apr. 2023
PublikationsstatusVeröffentlicht - Juli 2023

Abstract

This paper focuses on the simulation of random fields on random domains. This is an important class of problems in fields such as topology optimization and multiphase material analysis. However, there is still a lack of effective methods to simulate this kind of random fields. To this end, we extend the classical Karhunen–Loève expansion (KLE) to this class of problems, and we denote this extension as stochastic Karhunen–Loève expansion (SKLE). We present three numerical algorithms for solving the stochastic integral equations arising in the SKLE. The first algorithm is an extension of the classical Monte Carlo simulation (MCS), which is used to solve the stochastic integral equation on each sampled domain. However, such approach demands remeshing each sampled domain and solving the corresponding integral equation, which can become computationally very demanding. In the second algorithm, a domain transformation is used to map the random domain into a reference domain, and only one mesh for the reference domain is required. In this way, remeshing different sample realizations of the random domain is avoided and much computational effort is thus saved. MCS is then adopted to solve the corresponding stochastic integral equation. Further, to avoid the computational effort of MCS, the third algorithm proposed in this contribution involves a reduced-order method to solve the stochastic integral equation efficiently. In this third algorithm, stochastic eigenvectors are represented as a sum of products of unknown random variables and deterministic vectors, where the deterministic vectors are efficiently computed by solving deterministic eigenvalue problems. The random variables and stochastic eigenvalues that appear in this third algorithm are calculated by a reduced-order stochastic eigenvalue problem constructed by the obtained deterministic vectors. Based on the obtained stochastic eigenvectors, the target random field is then simulated and reformulated as a classical KLE-like representation. Finally, three numerical examples are presented to demonstrate the performance of the proposed methods.

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Simulation of random fields on random domains. / Zheng, Zhibao; Valdebenito, Marcos; Beer, Michael et al.
in: Probabilistic Engineering Mechanics, Jahrgang 73, 103455, 07.2023.

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Zheng Z, Valdebenito M, Beer M, Nackenhorst U. Simulation of random fields on random domains. Probabilistic Engineering Mechanics. 2023 Jul;73:103455. Epub 2023 Apr 25. doi: 10.1016/j.probengmech.2023.103455
Zheng, Zhibao ; Valdebenito, Marcos ; Beer, Michael et al. / Simulation of random fields on random domains. in: Probabilistic Engineering Mechanics. 2023 ; Jahrgang 73.
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title = "Simulation of random fields on random domains",
abstract = "This paper focuses on the simulation of random fields on random domains. This is an important class of problems in fields such as topology optimization and multiphase material analysis. However, there is still a lack of effective methods to simulate this kind of random fields. To this end, we extend the classical Karhunen–Lo{\`e}ve expansion (KLE) to this class of problems, and we denote this extension as stochastic Karhunen–Lo{\`e}ve expansion (SKLE). We present three numerical algorithms for solving the stochastic integral equations arising in the SKLE. The first algorithm is an extension of the classical Monte Carlo simulation (MCS), which is used to solve the stochastic integral equation on each sampled domain. However, such approach demands remeshing each sampled domain and solving the corresponding integral equation, which can become computationally very demanding. In the second algorithm, a domain transformation is used to map the random domain into a reference domain, and only one mesh for the reference domain is required. In this way, remeshing different sample realizations of the random domain is avoided and much computational effort is thus saved. MCS is then adopted to solve the corresponding stochastic integral equation. Further, to avoid the computational effort of MCS, the third algorithm proposed in this contribution involves a reduced-order method to solve the stochastic integral equation efficiently. In this third algorithm, stochastic eigenvectors are represented as a sum of products of unknown random variables and deterministic vectors, where the deterministic vectors are efficiently computed by solving deterministic eigenvalue problems. The random variables and stochastic eigenvalues that appear in this third algorithm are calculated by a reduced-order stochastic eigenvalue problem constructed by the obtained deterministic vectors. Based on the obtained stochastic eigenvectors, the target random field is then simulated and reformulated as a classical KLE-like representation. Finally, three numerical examples are presented to demonstrate the performance of the proposed methods.",
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author = "Zhibao Zheng and Marcos Valdebenito and Michael Beer and Udo Nackenhorst",
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TY - JOUR

T1 - Simulation of random fields on random domains

AU - Zheng, Zhibao

AU - Valdebenito, Marcos

AU - Beer, Michael

AU - Nackenhorst, Udo

N1 - Funding Information: The authors are grateful to the Alexander von Humboldt Foundation and the International Research Training Group 2657 (IRTG 2657) funded by the German Research Foundation (DFG) (Grant number 433082294 ).

PY - 2023/7

Y1 - 2023/7

N2 - This paper focuses on the simulation of random fields on random domains. This is an important class of problems in fields such as topology optimization and multiphase material analysis. However, there is still a lack of effective methods to simulate this kind of random fields. To this end, we extend the classical Karhunen–Loève expansion (KLE) to this class of problems, and we denote this extension as stochastic Karhunen–Loève expansion (SKLE). We present three numerical algorithms for solving the stochastic integral equations arising in the SKLE. The first algorithm is an extension of the classical Monte Carlo simulation (MCS), which is used to solve the stochastic integral equation on each sampled domain. However, such approach demands remeshing each sampled domain and solving the corresponding integral equation, which can become computationally very demanding. In the second algorithm, a domain transformation is used to map the random domain into a reference domain, and only one mesh for the reference domain is required. In this way, remeshing different sample realizations of the random domain is avoided and much computational effort is thus saved. MCS is then adopted to solve the corresponding stochastic integral equation. Further, to avoid the computational effort of MCS, the third algorithm proposed in this contribution involves a reduced-order method to solve the stochastic integral equation efficiently. In this third algorithm, stochastic eigenvectors are represented as a sum of products of unknown random variables and deterministic vectors, where the deterministic vectors are efficiently computed by solving deterministic eigenvalue problems. The random variables and stochastic eigenvalues that appear in this third algorithm are calculated by a reduced-order stochastic eigenvalue problem constructed by the obtained deterministic vectors. Based on the obtained stochastic eigenvectors, the target random field is then simulated and reformulated as a classical KLE-like representation. Finally, three numerical examples are presented to demonstrate the performance of the proposed methods.

AB - This paper focuses on the simulation of random fields on random domains. This is an important class of problems in fields such as topology optimization and multiphase material analysis. However, there is still a lack of effective methods to simulate this kind of random fields. To this end, we extend the classical Karhunen–Loève expansion (KLE) to this class of problems, and we denote this extension as stochastic Karhunen–Loève expansion (SKLE). We present three numerical algorithms for solving the stochastic integral equations arising in the SKLE. The first algorithm is an extension of the classical Monte Carlo simulation (MCS), which is used to solve the stochastic integral equation on each sampled domain. However, such approach demands remeshing each sampled domain and solving the corresponding integral equation, which can become computationally very demanding. In the second algorithm, a domain transformation is used to map the random domain into a reference domain, and only one mesh for the reference domain is required. In this way, remeshing different sample realizations of the random domain is avoided and much computational effort is thus saved. MCS is then adopted to solve the corresponding stochastic integral equation. Further, to avoid the computational effort of MCS, the third algorithm proposed in this contribution involves a reduced-order method to solve the stochastic integral equation efficiently. In this third algorithm, stochastic eigenvectors are represented as a sum of products of unknown random variables and deterministic vectors, where the deterministic vectors are efficiently computed by solving deterministic eigenvalue problems. The random variables and stochastic eigenvalues that appear in this third algorithm are calculated by a reduced-order stochastic eigenvalue problem constructed by the obtained deterministic vectors. Based on the obtained stochastic eigenvectors, the target random field is then simulated and reformulated as a classical KLE-like representation. Finally, three numerical examples are presented to demonstrate the performance of the proposed methods.

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KW - Random fields

KW - Stochastic eigenvalue equations

KW - Stochastic Karhunen–Loève expansion

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DO - 10.1016/j.probengmech.2023.103455

M3 - Article

AN - SCOPUS:85154064754

VL - 73

JO - Probabilistic Engineering Mechanics

JF - Probabilistic Engineering Mechanics

SN - 0266-8920

M1 - 103455

ER -

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