A Cholesky-Based SGM-MLFMM for Stochastic Full-Wave Problems Described by Correlated Random Variables
In this letter, the multilevel fast multipole method (MLFMM) is combined with the polynomial chaos expansion (PCE)-based stochastic Galerkin method (SGM) to stochastically model scatterers with geometrical variations that need to be described by a set of correlated random variables (RVs). It is demo...
| Principais autores: | , , , |
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| Outros Autores: | |
| Formato: | Artigo |
| Idioma: | en_US |
| Publicado em: |
Institute of Electrical and Electronics Engineers (IEEE)
2017
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| Acesso em linha: | http://hdl.handle.net/1721.1/110827 https://orcid.org/0000-0002-5880-3151 |
| Resumo: | In this letter, the multilevel fast multipole method (MLFMM) is combined with the polynomial chaos expansion (PCE)-based stochastic Galerkin method (SGM) to stochastically model scatterers with geometrical variations that need to be described by a set of correlated random variables (RVs). It is demonstrated how Cholesky decomposition is the appropriate choice for the RVs transformation, leading to an efficient SGM-MLFMM algorithm. The novel method is applied to the uncertainty quantification of the currents induced on a rough surface, being a classic example of a scatterer described by means of correlated RVs, and the results clearly demonstrate its superiority compared to the nonintrusive PCE methods and to the standard Monte Carlo method. |
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