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arXiv · 1807.05296

Efficient Distribution Estimation and Uncertainty Quantification for Elliptic Problems on Domains with Stochastic Boundaries

Jehanzeb H Chaudhry·Nathanial Burch·Donald Estep
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Abstract

We study the problem of uncertainty quantification for the numerical solution of elliptic partial differential equation boundary value problems posed on domains with stochastically varying boundaries. We also use the uncertainty quantification results to tackle the efficient solution of such problems. We introduce simple transformations that map a family of domains with stochastic boundaries to a fixed reference domain. We exploit the transformations to carry out a prior and a posteriori error analyses and to derive an efficient Monte Carlo sampling procedure.

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Jehanzeb H Chaudhry, Nathanial Burch, Donald Estep. 2018-07-13. Efficient Distribution Estimation and Uncertainty Quantification for Elliptic Problems on Domains with Stochastic Boundaries. https://arxiv.org/abs/1807.05296

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