IGA-based Multi-Index Stochastic Collocation for random PDEs on arbitrary domains

Abstract

This paper proposes an extension of the Multi-Index Stochastic Collocation (MISC) method for forward uncertainty quantification (UQ) problems in computational domains of shape other than a square or cube, by exploiting isogeometric analysis (IGA) techniques. Introducing IGA solvers to the MISC algorithm is very natural since they are tensor-based PDE solvers, which are precisely what is required by the MISC machinery. Moreover, the combination-technique formulation of MISC allows the straight-forward reuse of existing implementations of IGA solvers. We present numerical results to showcase the effectiveness of the proposed approach.