An efficient multi-modes Monte Carlo method for wave scattering in random media

Xiaobing Feng (U of Tennessee, Knoxville)

Jun 15. 2022, 09:00 — 09:45

In this talk, I shall present a multi-modes Monte Carlo approach for wave scattering in random media and for general random PDEs. This approach is based on a multi-modes representation of the solution of the random PDE, as a result, the original random PDE is reduced to a finite number of almost deterministic PDEs with random source terms. Efficient numerical methods and solvers can be formulated for solving reduced problems. Random acoustic and elastic Helmholtz equations and random Maxwell equations, which govern respectively acoustic, elastic, and electromagnetic wave scattering in random media, will be discussed in detail to explain the main ideas of the proposed approach. Convergence analysis and numerical experiments will be presented to demonstrate the potential advantages of the proposed approach. If time permits, extension to random and parameter-dependent convection-diffusion equations will also be briefly discussed.

Further Information
Venue:
ESI Boltzmann Lecture Hall
Recordings:
Recording
Associated Event:
Computational Uncertainty Quantification: Mathematical Foundations, Methodology & Data (Thematic Programme)
Organizer(s):
Clemens Heitzinger (TU Vienna)
Fabio Nobile (EPFL, Lausanne)
Robert Scheichl (U Heidelberg)
Christoph Schwab (ETH Zurich)
Sara van de Geer (ETH Zurich)
Karen Willcox (U of Texas, Austin)