IGA-based Multi-Index Stochastic Collocation for random PDEs on arbitrary domains

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TitleIGA-based Multi-Index Stochastic Collocation for random PDEs on arbitrary domains
Publication TypeReport Series
Year of Publication2018
AuthorsBeck J, Tamellini L, Tempone R
SeriesIMATI Report Series
Number18-08
Pagination19
Date Published25/10/2018
Place PublishedPavia
PublisherCNR-IMATI
Type of WorkPreprint
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.

Keywordscombination-technique, Isogeometric analysis, multilevel methods, Sparse grids, Stochastic Collocation methods, Uncertainty Quantification
URIhttp://irs.imati.cnr.it/reports/irs18-08
Citation Keyirs18-08