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".
a b s t r a c tThe Gaussian beam superposition method is an asymptotic method for computing high frequency wave fields in smoothly varying inhomogeneous media. In this paper we study the accuracy of the Gaussian beam superposition method and derive error estimates related to the discretization of the superposition integral and the Taylor expansion of the phase and amplitude off the center of the beam. We show that in the case of odd order beams, the error is smaller than a simple analysis would indicate because of error cancellation effects between the beams. Since the cancellation happens only when odd order beams are used, there is no remarkable gain in using even order beams. Moreover, applying the error estimate to the problem with constant speed of propagation, we show that in this case the local beam width is not a good indicator of accuracy, and there is no direct relation between the error and the beam width. We present numerical examples to verify the error estimates.
We develop a fast method for optimally designing experiments in the context of statistical seismic source inversion. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source is modeled by a point moment tensor multiplied by a time-dependent function. The parameters include the source location, moment tensor components, and start time and frequency in the time function. The forward problem is modeled by elastodynamic wave equations. We show that the Hessian of the cost functional, which is usually defined as the square of the weighted L 2 norm of the difference between the experimental data and the simulated data, is proportional to the measurement time and the number of receivers. Consequently, the posterior distribution of the parameters, in a Bayesian setting, concentrates around the "true" parameters, and we can employ Laplace approximation and speed up the estimation of the expected Kullback-Leibler divergence (expected information gain), the optimality criterion in the experimental design procedure. Since the source parameters span several magnitudes, we use a scaling matrix for efficient control of the condition number of the original Hessian matrix. We use a second-order accurate finite difference method to compute the Hessian matrix and either sparse quadrature or Monte Carlo sampling to carry out numerical integration. We demonstrate the efficiency, accuracy, and applicability of our method on a two-dimensional seismic source inversion problem.
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