Adaptive Stroud Stochastic Collocation Method for Flow in Random Porous Media via Karhunen-Loève Expansio

Adaptive Stroud Stochastic Collocation Method for Flow in Random Porous Media via Karhunen-Loève Expansio

Year:    2008

Communications in Computational Physics, Vol. 4 (2008), Iss. 1 : pp. 102–123

Abstract

In this paper we develop a Stochastic Collocation Method (SCM) for flow in randomly heterogeneous porous media. At first, the Karhunen-Loève expansion is taken to decompose the log transformed hydraulic conductivity field, which leads to a stochastic PDE that only depends on a finite number of i.i.d. Gaussian random variables. Based on the eigenvalue decay property and a rough error estimate of Stroud cubature in SCM, we propose to subdivide the leading dimensions in the integration space for random variables to increase the accuracy. We refer to this approach as adaptive Stroud SCM. One- and two-dimensional steady-state single phase flow examples are simulated with the new method, and comparisons are made with other stochastic methods, namely, the Monte Carlo method, the tensor product SCM, and the quasi-Monte Carlo SCM. The results indicate that the adaptive Stroud SCM is more efficient and the statistical moments of the hydraulic head can be more accurately estimated.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2008-CiCP-10198

Communications in Computational Physics, Vol. 4 (2008), Iss. 1 : pp. 102–123

Published online:    2008-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    22

Keywords: