Abstract
A probabilistic collocation based polynomial chaos expansion method is developed for simulation of particle transport in porous medium. The hydraulic conductivity is assumed to be a random field of a given statistical structure. The flow is modeled in a two-dimensional domain with mixed Dirichlet–Neumann boundary conditions. The relevant Karhunen–Loève expansion is constructed by a special randomized singular value decomposition (SVD) of the correlation matrix which makes possible to treat problems of high dimension. The simulation results are compared against a direct Monte Carlo calculation of different Eulerian and Lagrangian statistical characteristics of the solutions. As a byproduct, we suggest an approach to solve an inverse problem of recovering the variance of the log-conductivity.
Funding source: Russian Science Foundation
Award Identifier / Grant number: 14-11-00083
Funding statement: Support of the Russian Science Foundation under Grant 14-11-00083 is kindly acknowledged.
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Articles in the same Issue
- Frontmatter
- Invariant density estimation for a reflected diffusion using an Euler scheme
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- Stochastic polynomial chaos expansion method for random Darcy equation
- Effect of covariate misspecifications in the marginalized zero-inflated Poisson model
- Stochastic mesh method for optimal stopping problems
- Computing with bivariate COM-Poisson model under different copulas
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