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

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Authors: Seungchan Ko, Guanglian Li, Yi Yu
Cited by: 0

Abstract

In this paper, we analyze the numerical approximation of the Navier-Stokes problem over a bounded polygonal domain in $\mathbb{R}^2$, 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-Loéve 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 $\mathcal{O}(N^{-1+δ})$, where $N$ is the number of sampling points, $δ>0$ is an arbitrary small number, and the constant in the decay estimate is independent of the dimension of integration.

Fields of Study & Subjects

Probabilistic and Robust Engineering Design Mathematical Approximation and Integration

Publication details

Journal / source
International Journal for Uncertainty Quantification
Publication date
1 January 2026
Language
EN