A stochastic finite element scheme for solving partial differential equations defined on random domains

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  • University of Liverpool
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Original languageEnglish
Article number115860
JournalComputer Methods in Applied Mechanics and Engineering
Volume405
Early online date28 Dec 2022
Publication statusPublished - 15 Feb 2023

Abstract

This paper proposes a novel stochastic finite element scheme to solve partial differential equations defined on random domains. A geometric mapping algorithm first transforms the random domain into a reference domain. By combining the mesh topology (i.e. the node numbering and the element numbering) of the reference domain and random nodal coordinates of the random domain, random meshes of the original problem are obtained by only one mesh of the reference domain. In this way, the original problem is still discretized and solved on the random domain instead of the reference domain. A random isoparametric mapping of random meshes is then proposed to generate the stochastic finite element equation of the original problem. We adopt a weak-intrusive method to solve the obtained stochastic finite element equation. In this method, the unknown stochastic solution is decoupled into a sum of the products of random variables and deterministic vectors. Deterministic vectors are computed by solving deterministic finite element equations, and corresponding random variables are solved by a proposed sampling method. The computational effort of the proposed method does not increase dramatically as the stochastic dimension increases and it can solve high-dimensional stochastic problems with low computational effort, thus the proposed method avoids the curse of dimensionality successfully. Four numerical examples are given to demonstrate the good performance of the proposed method.

Keywords

    Mesh transformation, Random domains, Random interfaces, Random isoparametric mapping, Stochastic finite element method

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A stochastic finite element scheme for solving partial differential equations defined on random domains. / Zheng, Zhibao; Valdebenito, Marcos; Beer, Michael et al.
In: Computer Methods in Applied Mechanics and Engineering, Vol. 405, 115860, 15.02.2023.

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abstract = "This paper proposes a novel stochastic finite element scheme to solve partial differential equations defined on random domains. A geometric mapping algorithm first transforms the random domain into a reference domain. By combining the mesh topology (i.e. the node numbering and the element numbering) of the reference domain and random nodal coordinates of the random domain, random meshes of the original problem are obtained by only one mesh of the reference domain. In this way, the original problem is still discretized and solved on the random domain instead of the reference domain. A random isoparametric mapping of random meshes is then proposed to generate the stochastic finite element equation of the original problem. We adopt a weak-intrusive method to solve the obtained stochastic finite element equation. In this method, the unknown stochastic solution is decoupled into a sum of the products of random variables and deterministic vectors. Deterministic vectors are computed by solving deterministic finite element equations, and corresponding random variables are solved by a proposed sampling method. The computational effort of the proposed method does not increase dramatically as the stochastic dimension increases and it can solve high-dimensional stochastic problems with low computational effort, thus the proposed method avoids the curse of dimensionality successfully. Four numerical examples are given to demonstrate the good performance of the proposed method.",
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author = "Zhibao Zheng and Marcos Valdebenito and Michael Beer and Udo Nackenhorst",
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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, Germany and the International Research Training Group 2657 (IRTG 2657) funded by the German Research Foundation (DFG) (Grant number 433082294 ).

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N2 - This paper proposes a novel stochastic finite element scheme to solve partial differential equations defined on random domains. A geometric mapping algorithm first transforms the random domain into a reference domain. By combining the mesh topology (i.e. the node numbering and the element numbering) of the reference domain and random nodal coordinates of the random domain, random meshes of the original problem are obtained by only one mesh of the reference domain. In this way, the original problem is still discretized and solved on the random domain instead of the reference domain. A random isoparametric mapping of random meshes is then proposed to generate the stochastic finite element equation of the original problem. We adopt a weak-intrusive method to solve the obtained stochastic finite element equation. In this method, the unknown stochastic solution is decoupled into a sum of the products of random variables and deterministic vectors. Deterministic vectors are computed by solving deterministic finite element equations, and corresponding random variables are solved by a proposed sampling method. The computational effort of the proposed method does not increase dramatically as the stochastic dimension increases and it can solve high-dimensional stochastic problems with low computational effort, thus the proposed method avoids the curse of dimensionality successfully. Four numerical examples are given to demonstrate the good performance of the proposed method.

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