A Two-Scale Nonperturbative Approach to Uncertainty Analysis of Diffusion in Random Composites

Dongbin Xiu, Daniel M. Tartakovsky
2004 Multiscale Modeling & simulation  
Many physical systems, such as natural porous media, are highly heterogeneous and characterized by parameters that are uncertain due to the lack of sufficient data. This uncertainty (randomness) occurs on a multiplicity of scales. We focus on random composites with the two dominant scales of uncertainty: large-scale uncertainty in the spatial arrangement of materials and small-scale uncertainty in the parameters within each material. We propose an approach that combines random domain
more » ... m domain decompositions and polynomial chaos expansions to account for the large and small scales of uncertainty, respectively. We present a general framework and use onedimensional diffusion to demonstrate that our combined approach provides robust, nonperturbative approximations for the statistics of system states.
doi:10.1137/03060268x fatcat:ertkigr2krbx5a2jugh3377rva