Math @ Duke

Publications [#355603] of Jianfeng Lu
Papers Published
 Lu, J; Otto, F, Optimal Artificial Boundary Condition for Random Elliptic Media,
Foundations of Computational Mathematics
(January, 2021) [doi]
(last updated on 2021/05/12)
Abstract: We are given a uniformly elliptic coefficient field that we regard as a realization of a stationary and finiterange ensemble of coefficient fields. Given a righthand side supported in a ball of size ℓ≫ 1 and of vanishing average, we are interested in an algorithm to compute the solution near the origin, just using the knowledge of the given realization of the coefficient field in some large box of size L≫ ℓ. More precisely, we are interested in the most seamless artificial boundary condition on the boundary of the computational domain of size L. Motivated by the recently introduced multipole expansion in random media, we propose an algorithm. We rigorously establish an error estimate on the level of the gradient in terms of L≫ ℓ≫ 1 , using recent results in quantitative stochastic homogenization. More precisely, our error estimate has an a priori and an a posteriori aspect: with a priori overwhelming probability, the prefactor can be bounded by a constant that is computable without much further effort, on the basis of the given realization in the box of size L. We also rigorously establish that the order of the error estimate in both L and ℓ is optimal, where in this paper we focus on the case of d= 2. This amounts to a lower bound on the variance of the quantity of interest when conditioned on the coefficients inside the computational domain, and relies on the deterministic insight that a sensitivity analysis with respect to a defect commutes with stochastic homogenization. Finally, we carry out numerical experiments that show that this optimal convergence rate already sets in at only moderately large L, and that more naive boundary conditions perform worse both in terms of rate and prefactor.


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