An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems

Abstract

In this paper we present an asymptotically compatible meshfree method for solving nonlocal equations with random coefficients, describing diffusion in heterogeneous media. In particular, the random diffusivity coefficient is described by a finite-dimensional random variable or a truncated combination of random variables with the Karhunen-Loève decomposition, then a probabilistic collocation method (PCM) with sparse grids is employed to sample the stochastic process. On each sample, the deterministic nonlocal diffusion problem is discretized with an optimization-based meshfree quadrature rule. In terms of analysis, we first show the analytic regularity of solutions with respect to parameters in the diffusion coefficients and then present the rigorous convergence analysis for the proposed numerical scheme, i.e., the scheme is asymptotic compatible spatially and achieves an algebraic or sub-exponential convergence rate in the random coefficients space as the number of collocation points grows. These results are further confirmed by a number of benchmark problems. Finally, to validate the applicability of this approach we consider a randomly heterogeneous nonlocal problem with a given spatial correlation structure, demonstrating that the proposed PCM approach achieves substantial speed-up compared to conventional Monte Carlo simulations.