Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs
Document Type
Article
Publication Date
11-1-2020
Publication Title
Computer Physics Communications
Volume
29
Issue
1
First page number:
211
Last page number:
236
Abstract
This article is devoted to three quadrature methods for the rapid solution of stochastic time-dependent Maxwell's equations with uncertain permittivity, permeability and initial conditions. We develop the mathematical analysis of the error estimate for single level Monte Carlo method, multi-level Monte Carlo method, and the quasi-Monte Carlo method. The theoretical results are supplemented by numerical experiments.
Keywords
Maxwell’s equations; Uncertainty quantification; Edge element
Disciplines
Applied Mathematics | Mathematics
Language
English
Repository Citation
Wang, X.,
Li, J.,
Fang, Z.
(2020).
Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs.
Computer Physics Communications, 29(1),
211-236.
http://dx.doi.org/10.4208/cicp.OA-2020-0011