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Computing quantities of interest for random domains with second order shape sensitivity analysis
- Source :
- ESAIM: Mathematical Modelling and Numerical Analysis, ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2015, 49 (5), pp.1285-1302. ⟨10.1051/m2an/2015012⟩, ESAIM: Mathematical Modelling and Numerical Analysis, 2015, 49 (5), pp.1285-1302. ⟨10.1051/m2an/2015012⟩
- Publication Year :
- 2015
- Publisher :
- EDP Sciences, 2015.
-
Abstract
- We consider random perturbations of a given domain. The characteristic amplitude of these perturbations is assumed to be small. We are interested in quantities of interest which depend on the random domain through a boundary value problem. We derive asymptotic expansions of the first moments of the distribution of this output function. A simple and efficient method is proposed to compute the coefficients of these expansions provided that the random perturbation admits a low- rank spectral representation. By numerical experiments, we compare our expansions with Monte-Carlo simulations. Mathematics Subject Classification. 60G35, 65N75, 65N99.
- Subjects :
- Numerical Analysis
Rank (linear algebra)
Applied Mathematics
Mathematical analysis
Random function
Low-rank approximation
Function (mathematics)
Domain (mathematical analysis)
Computational Mathematics
Mathematics Subject Classification
Modeling and Simulation
Applied mathematics
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
Boundary value problem
ComputingMilieux_MISCELLANEOUS
Analysis
Mathematics
Taylor expansions for the moments of functions of random variables
Subjects
Details
- Language :
- English
- ISSN :
- 0764583X and 12903841
- Database :
- OpenAIRE
- Journal :
- ESAIM: Mathematical Modelling and Numerical Analysis, ESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2015, 49 (5), pp.1285-1302. ⟨10.1051/m2an/2015012⟩, ESAIM: Mathematical Modelling and Numerical Analysis, 2015, 49 (5), pp.1285-1302. ⟨10.1051/m2an/2015012⟩
- Accession number :
- edsair.doi.dedup.....9b81090988f1ef02e1cce7538772ed65