A Cholesky-Based SGM-MLFMM for Stochastic Full-Wave Problems Described by Correlated Random Variables

In this letter, the multilevel fast multipole method (MLFMM) is combined with the polynomial chaos expansion (PCE)-based stochastic Galerkin method (SGM) to stochastically model scatterers with geometrical variations that need to be described by a set of correlated random variables (RVs). It is demo...

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Bibliographic Details
Main Authors: Zubac, Zdravko (Author), De Zutter, Daniel (Author), Vande Ginste, Dries (Author), Daniel, Luca (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science (Contributor)
Format: Article
Language:English
Published: Institute of Electrical and Electronics Engineers (IEEE), 2017-07-24T19:09:11Z.
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Summary:In this letter, the multilevel fast multipole method (MLFMM) is combined with the polynomial chaos expansion (PCE)-based stochastic Galerkin method (SGM) to stochastically model scatterers with geometrical variations that need to be described by a set of correlated random variables (RVs). It is demonstrated how Cholesky decomposition is the appropriate choice for the RVs transformation, leading to an efficient SGM-MLFMM algorithm. The novel method is applied to the uncertainty quantification of the currents induced on a rough surface, being a classic example of a scatterer described by means of correlated RVs, and the results clearly demonstrate its superiority compared to the nonintrusive PCE methods and to the standard Monte Carlo method.