Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains

Mohan, P. Surya, Nair, Prasanth B. and Keane, Andy J. (2010) Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains International Journal for Numerical Methods in Engineering, 85, (7), pp. 874-895. (doi:10.1002/nme.3004).


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We present stochastic projection schemes for approximating the solution of a class of deterministic linear elliptic partial differential equations defined on random domains. The key idea is to carry out spatial discretization using a combination of finite element methods and stochastic mesh representations. We prove a result to establish the conditions that the input uncertainty model must satisfy to ensure the validity of the stochastic mesh representation and hence the well posedness of the problem. Finite element spatial discretization of the governing equations using a stochastic mesh representation results in a linear random algebraic system of equations in a polynomial chaos basis whose coefficients of expansion can be non-intrusively computed either at the element or the global level. The resulting randomly parametrized algebraic equations are solved using stochastic projection schemes to approximate the response statistics. The proposed approach is demonstrated for modeling diffusion in a square domain with a rough wall and heat transfer analysis of a three-dimensional gas turbine blade model with uncertainty in the cooling core geometry. The numerical results are compared against Monte–Carlo simulations, and it is shown that the proposed approach provides high-quality approximations for the first two statistical moments at modest computational effort.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1002/nme.3004
ISSNs: 0029-5981 (print)
Organisations: Computational Engineering & Design Group
ePrint ID: 204239
Date :
Date Event
23 August 2010e-pub ahead of print
18 February 2011Published
Date Deposited: 25 Nov 2011 14:07
Last Modified: 18 Apr 2017 01:12
Further Information:Google Scholar

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