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arXiv · 2502.12451

Quasi-Monte Carlo methods for uncertainty quantification of wave propagation and scattering problems modelled by the Helmholtz equation

Ivan G. Graham·Frances Y. Kuo·Dirk Nuyens·Ian H. Sloan·Euan A. Spence
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Abstract

We analyse and implement a quasi-Monte Carlo (QMC) finite element method (FEM) for the forward problem of uncertainty quantification (UQ) for the Helmholtz equation with random coefficients, both in the second-order and zero-order terms of the equation, thus modelling wave scattering in random media. The problem is formulated on the infinite propagation domain, after scattering by the heterogeneity, and also (possibly) a bounded impenetrable scatterer. The spatial discretization scheme includes truncation to a bounded domain via a perfectly matched layer (PML) technique and then FEM approximation. A special case is the problem of an incident plane wave being scattered by a bounded sound-soft impenetrable obstacle surrounded by a random heterogeneous medium, or more simply, just scattering by the random medium. The random coefficients are assumed to be affine separable expansions with infinitely many independent uniformly distributed and bounded random parameters. As quantities of interest for the UQ, we consider the expectation of general linear functionals of the solution, with a special case being the far-field pattern of the scattered field. The numerical method consists of (a) dimension truncation in parameter space, (b) application of an adapted QMC method to compute expected values, and (c) computation of samples of the PDE solution via PML truncation and FEM approximation. Our error estimates are explicit in $s$ (the dimension truncation parameter), $N$ (the number of QMC points), $h$ (the FEM grid size) and (most importantly), $k$ (the Helmholtz wavenumber). The method is also exponentially accurate with respect to the PML truncation radius. Illustrative numerical experiments are given.

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Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Ian H. Sloan, Euan A. Spence. 2025-11-03. Quasi-Monte Carlo methods for uncertainty quantification of wave propagation and scattering problems modelled by the Helmholtz equation. https://arxiv.org/abs/2502.12451

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