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.
IntroductionIn this paper, we study uncertainty quantification and efficient solution of boundary value problems for elliptic partial differential equations (PDEs) posed on domains with stochastically perturbed boundaries. The problem of stochastic boundaries occurs for a variety of reasons, e.g. from physical stresses, manufacturing deficiencies, and uncertainty in measurements of a fixed geometry. Specific applications are found in transport in tubes with rough boundaries [28], aerodynamic studies in the design of wind turbines [10], heat diffusion across irregular and fractal-like surfaces [6,7], structural analysis studies [26], acoustic scattering on rough surfaces [27,30], seismology and oil reservoir management [4], various civil and nuclear engineering studies [3], chemical transport in rough domains [9], and electromechanical studies for nanostructures [1]. This paper focuses on two key issues that arise in such problems:• Since the geometric properties of the domain has a strong effect on solution behavior and smoothness, significant variation in solution behavior for different realizations of the domain is to be expected. Correspondingly, significant variation in the error arising from discretization and sampling is also to be expected;