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A MULTIORDER DISCONTINUOUS GALERKIN MONTE CARLO METHOD FOR HYPERBOLIC PROBLEMS WITH STOCHASTIC PARAMETERS.
- Source :
-
SIAM Journal on Numerical Analysis . 2018, Vol. 56 Issue 1, p448-468. 21p. - Publication Year :
- 2018
-
Abstract
- We present a new multiorder Monte Carlo algorithm for computing the statistics of stochastic quantities of interest described by linear hyperbolic problems with stochastic parameters. The method is a nonintrusive technique based on a recently proposed high-order energy-based discontinuous Galerkin method for the second-order acoustic and elastic wave equations. The algorithm is built upon a hierarchy of degrees of polynomial basis functions rather than a mesh hierarchy used in multilevel Monte Carlo. Through complexity theorems and numerical experiments, we show that the proposed multiorder method is a valid alternative to the current multilevel Monte Carlo method for hyperbolic problems. Moreover, in addition to the convenience of working with a fixed mesh, which is desirable in many real applications with complex geometries, the multiorder method is particularly beneficial in reducing errors due to numerical dispersion in long-distance propagation of waves. The numerical examples verify that the multiorder approach is faster than the mesh-based multilevel approach for waves that traverse long distances. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00361429
- Volume :
- 56
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- SIAM Journal on Numerical Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 128575047
- Full Text :
- https://doi.org/10.1137/16M1086388