Computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel Monte Carlo method

Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies. Often, such computational tools use the Monte Carlo (MC) method t...

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Main Authors: Litvinenko, Alexander, Yucel, Abdulkadir C., Bagci, Hakan, Oppelstrup, Jesper, Michielssen, Eric, Tempone, Raul
Other Authors: School of Electrical and Electronic Engineering
Format: Journal Article
Language:English
Published: 2020
Subjects:
Online Access:https://hdl.handle.net/10356/145457
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author Litvinenko, Alexander
Yucel, Abdulkadir C.
Bagci, Hakan
Oppelstrup, Jesper
Michielssen, Eric
Tempone, Raul
author2 School of Electrical and Electronic Engineering
author_facet School of Electrical and Electronic Engineering
Litvinenko, Alexander
Yucel, Abdulkadir C.
Bagci, Hakan
Oppelstrup, Jesper
Michielssen, Eric
Tempone, Raul
author_sort Litvinenko, Alexander
collection NTU
description Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies. Often, such computational tools use the Monte Carlo (MC) method to sample a parametric space describing geometric uncertainties. For each sample, which corresponds to a realization of the geometry, a deterministic electromagnetic solver computes the scattered fields. However, for an accurate statistical characterization, the number of MC samples has to be large. In this paper, to address this challenge, the continuation multilevel Monte Carlo (CMLMC) method is used together with a surface integral equation solver. The CMLMC method optimally balances statistical errors due to sampling of the parametric space and numerical errors due to the discretization of the geometry using a hierarchy of discretizations, from coarse to fine. The number of realizations of finer discretizations can be kept low, with most samples computed on coarser discretizations to minimize computational cost. Consequently, the total execution time is significantly reduced, in comparison to the standard MC scheme.
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spelling ntu-10356/1454572020-12-22T04:52:11Z Computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel Monte Carlo method Litvinenko, Alexander Yucel, Abdulkadir C. Bagci, Hakan Oppelstrup, Jesper Michielssen, Eric Tempone, Raul School of Electrical and Electronic Engineering Engineering::Electrical and electronic engineering Fast Fourier Transform Fast Multipole Method Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies. Often, such computational tools use the Monte Carlo (MC) method to sample a parametric space describing geometric uncertainties. For each sample, which corresponds to a realization of the geometry, a deterministic electromagnetic solver computes the scattered fields. However, for an accurate statistical characterization, the number of MC samples has to be large. In this paper, to address this challenge, the continuation multilevel Monte Carlo (CMLMC) method is used together with a surface integral equation solver. The CMLMC method optimally balances statistical errors due to sampling of the parametric space and numerical errors due to the discretization of the geometry using a hierarchy of discretizations, from coarse to fine. The number of realizations of finer discretizations can be kept low, with most samples computed on coarser discretizations to minimize computational cost. Consequently, the total execution time is significantly reduced, in comparison to the standard MC scheme. Accepted version 2020-12-22T04:52:11Z 2020-12-22T04:52:11Z 2019 Journal Article Litvinenko, A., Yucel, A. C., Bagci, H., Oppelstrup, J., Michielssen, E., & Tempone, R. (2019). Computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel Monte Carlo method. IEEE Journal on Multiscale and Multiphysics Computational Techniques, 4, 37-50. doi:10.1109/jmmct.2019.2897490 2379-8793 https://hdl.handle.net/10356/145457 10.1109/jmmct.2019.2897490 4 37 50 en IEEE Journal on Multiscale and Multiphysics Computational Techniques © 2019 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. The published version is available at: https://doi.org/10.1109/jmmct.2019.2897490 application/pdf
spellingShingle Engineering::Electrical and electronic engineering
Fast Fourier Transform
Fast Multipole Method
Litvinenko, Alexander
Yucel, Abdulkadir C.
Bagci, Hakan
Oppelstrup, Jesper
Michielssen, Eric
Tempone, Raul
Computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel Monte Carlo method
title Computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel Monte Carlo method
title_full Computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel Monte Carlo method
title_fullStr Computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel Monte Carlo method
title_full_unstemmed Computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel Monte Carlo method
title_short Computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel Monte Carlo method
title_sort computation of electromagnetic fields scattered from objects with uncertain shapes using multilevel monte carlo method
topic Engineering::Electrical and electronic engineering
Fast Fourier Transform
Fast Multipole Method
url https://hdl.handle.net/10356/145457
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