IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains  2018

by Joakim Beck, Lorenzo Tamellini, Raul Tempone
Year: 2018

Bibliography

Beck, Joakim, Lorenzo Tamellini, and Raúl Tempone. "IGA-based Multi-Index Stochastic Collocation for random PDEs on arbitrary domains." arXiv preprint arXiv:1810.01661 (2018).​

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 straight-forward 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