English

Quasi-Monte Carlo finite element approximation of the Navier-Stokes equations with initial data modeled by log-normal random fields

Numerical Analysis 2025-01-07 v3 Numerical Analysis

Abstract

In this paper, we analyze the numerical approximation of the Navier-Stokes problem over a bounded polygonal domain in R2\mathbb{R}^2, where the initial condition is modeled by a log-normal random field. This problem usually arises in the area of uncertainty quantification. We aim to compute the expectation value of linear functionals of the solution to the Navier-Stokes equations and perform a rigorous error analysis for the problem. In particular, our method includes the finite element, fully-discrete discretizations, truncated Karhunen-Lo\'eve expansion for the realizations of the initial condition, and lattice-based quasi-Monte Carlo (QMC) method to estimate the expected values over the parameter space. Our QMC analysis is based on randomly-shifted lattice rules for the integration over the domain in high-dimensional space, which guarantees the error decays with O(N1+δ)\mathcal{O}(N^{-1+\delta}), where NN is the number of sampling points, δ>0\delta>0 is an arbitrary small number, and the constant in the decay estimate is independent of the dimension of integration.

Keywords

Cite

@article{arxiv.2210.15572,
  title  = {Quasi-Monte Carlo finite element approximation of the Navier-Stokes equations with initial data modeled by log-normal random fields},
  author = {Seungchan Ko and Guanglian Li and Yi Yu},
  journal= {arXiv preprint arXiv:2210.15572},
  year   = {2025}
}