A stochastic collocation method for the second order wave equation with a discontinuous random speed

نویسندگان

  • Mohammad Motamed
  • Fabio Nobile
  • Raúl Tempone
چکیده

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and depends on a finite number of random variables. The numerical scheme consists of a finite difference or finite element method in the physical space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space. This approach leads to the solution of uncoupled deterministic problems as in the Monte Carlo method. We consider both full and sparse tensor product spaces of orthogonal polynomials. We provide a rigorous convergence analysis and demonstrate different types of convergence of the probability error with respect to the number of collocation points for full and sparse tensor product spaces and under some regularity assumptions on the data. In particular, we show that, unlike in elliptic and parabolic problems, the solution to hyperbolic problems is not in general This work was supported by the King Abdullah University of Science and Technology (AEA project “Bayesian earthquake source validation for ground motion simulation”), the VR project “Effektiva numeriska metoder för stokastiska differentialekvationer med tillämpningar”, and the PECOS center at ICES, University of Texas at Austin (Project Number 024550, Center for Predictive Computational Science). The second author was partially supported by the Italian grant FIRB-IDEAS (Project no. RBID08223Z) “Advanced numerical techniques for uncertainty quantification in engineering and life science problems”. M. Motamed (B) · R. Tempone King Abdullah University of Science and Technology, Thuwal, Saudi Arabia e-mail: [email protected] F. Nobile EPFL, Lausanne, Switzerland F. Nobile Politecnico di Milano, Milan, Italy

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عنوان ژورنال:
  • Numerische Mathematik

دوره 123  شماره 

صفحات  -

تاریخ انتشار 2013