A Galerkin Isogeometric Method for Karhunen-Loeve Approximation of Random Fields

TL;DR

This paper introduces a novel isogeometric Galerkin method using NURBS for discretizing random fields via the Karhunen-Loeve expansion, offering exact geometry representation and smooth eigensolutions.

Contribution

The paper presents the first isogeometric Galerkin approach for solving Fredholm eigenvalue problems in random field discretization, integrating geometry and stochastic analysis.

Findings

The method achieves high accuracy in eigenvalue computations.

It demonstrates favorable convergence properties.

Numerical examples validate the approach's effectiveness.

Abstract

This paper marks the debut of a Galerkin isogeometric method for solving a Fredholm integral eigenvalue problem, enabling random field discretization by means of the Karhunen-Loeve expansion. The method involves a Galerkin projection onto a finite-dimensional subspace of a Hilbert space, basis splines (B-splines) and non-uniform rational B-splines (NURBS) spanning the subspace, and standard methods of eigensolutions. Compared with the existing Galerkin methods, such as the finite-element and mesh-free methods, the NURBS-based isogeometric method upholds exact geometrical representation of the physical or computational domain and exploits regularity of basis functions delivering globally smooth eigensolutions. Therefore, the introduction of the isogeometric method for random field discretization is not only new; it also offers a few computational advantages over existing methods. In the big picture, the use of NURBS for random field discretization enriches the isogeometric paradigm. As a result, an uncertainty quantification pipeline of the future can be envisioned where geometric modeling, stress analysis, and stochastic simulation are all integrated using the same building blocks of NURBS. Three numerical examples, including a three-dimensional random field discretization problem, illustrate the accuracy and convergence properties of the isogeometric method for obtaining eigensolutions.