IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains

by Joakim Beck, Lorenzo Tamellini, Raul Tempone
Year: 2019

Bibliography

​Beck, Joakim, Lorenzo Tamellini, and Raúl Tempone, "IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains", Computer Methods in Applied Mathematics and Engineering, Volume 351 (2019): 330-350

Abstract

​This paper proposes an extension of the Multi-Index Stochastic Collocation (MISC) method for forward uncertainty quantification (UQ) problems in computational domains of shape other than a square or cube, by exploiting isogeometric analysis (IGA) techniques. Introducing IGA solvers to the MISC algorithm is very natural since they are tensor-based PDE solvers, which are precisely what is required by the MISC machinery. Moreover, the combination-technique formulation of MISC allows the straightforward reuse of existing implementations of IGA solvers. We present numerical results to showcase the effectiveness of the proposed approach.

Keywords

Isogeometric analysis Uncertainty Quantification Multilevel methods Sparse grids Stochastic collocation methods Combination-technique