Karhunen-Loève expansion based on an analytical solution over a bounding box domain

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  • École normale supérieure Paris-Saclay (ENS Paris-Saclay)
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Original languageEnglish
Article number103519
JournalProbabilistic Engineering Mechanics
Volume74
Early online date30 Aug 2023
Publication statusPublished - Oct 2023

Abstract

This paper explores the accuracy and the efficiency of analytical solution of Fredholm integral equation to represent a random field on complex geometry. Because no analytical solution is available for arbitrary domains, it is proposed to use the analytical solution on simple bounding domains that enclose complex two- or three-dimensional geometries. It is a simple, accurate and robust approach for discretising a random field. The effect of the size of the bounding box on the resulting random field variance is investigated carefully and compared with the numerical solution given by the finite element method. The error variance is particularly localised near to the support domain boundary. Therefore, it is suggested to expand the bounding domain. This paper proposes a calibration of the correlation length to the ratio of the domain to maintain the convergence rate and the variance accuracy of the KLE without enlarging the stochastic dimension.

Keywords

    Analytical solution, Axis-aligned bounding box, Bounding box approach, Integral eigenvalue problem, Karhunen-Loève expansion, Random field discretisation, Stochastic finite element method

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Karhunen-Loève expansion based on an analytical solution over a bounding box domain. / Basmaji, A. A.; Dannert, M. M.; Bensel, F. et al.
In: Probabilistic Engineering Mechanics, Vol. 74, 103519, 10.2023.

Research output: Contribution to journalArticleResearchpeer review

Basmaji AA, Dannert MM, Bensel F, Fleury RMN, Fau A, Nackenhorst U. Karhunen-Loève expansion based on an analytical solution over a bounding box domain. Probabilistic Engineering Mechanics. 2023 Oct;74:103519. Epub 2023 Aug 30. doi: 10.1016/j.probengmech.2023.103519
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abstract = "This paper explores the accuracy and the efficiency of analytical solution of Fredholm integral equation to represent a random field on complex geometry. Because no analytical solution is available for arbitrary domains, it is proposed to use the analytical solution on simple bounding domains that enclose complex two- or three-dimensional geometries. It is a simple, accurate and robust approach for discretising a random field. The effect of the size of the bounding box on the resulting random field variance is investigated carefully and compared with the numerical solution given by the finite element method. The error variance is particularly localised near to the support domain boundary. Therefore, it is suggested to expand the bounding domain. This paper proposes a calibration of the correlation length to the ratio of the domain to maintain the convergence rate and the variance accuracy of the KLE without enlarging the stochastic dimension.",
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note = "Funding Information: The support of the German Research Foundation (DFG) through the International Research Training Group IRTG 2657 (DFG-grant 433082294 ) as well as the priority program SPP 1886 (NA330/12-1) is gratefully acknowledged. The support of the French-German University is also sincerely acknowledged under the French-German doctoral college grant DFDK 04-19 . ",
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AU - Fleury, R. M.N.

AU - Fau, A.

AU - Nackenhorst, U.

N1 - Funding Information: The support of the German Research Foundation (DFG) through the International Research Training Group IRTG 2657 (DFG-grant 433082294 ) as well as the priority program SPP 1886 (NA330/12-1) is gratefully acknowledged. The support of the French-German University is also sincerely acknowledged under the French-German doctoral college grant DFDK 04-19 .

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KW - Integral eigenvalue problem

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