Subordinated Gaussian random fields in elliptic partial differential equations

Abstract

AbstractTo model subsurface flow in uncertain heterogeneous or fractured media an elliptic equation with a discontinuous stochastic diffusion coefficient—also called random field—may be used. In case of a one-dimensional parameter space, Lévy processes allow for jumps and display great flexibility in the distributions used. However, in various situations (e.g. microstructure modeling), a one-dimensional parameter space is not sufficient. Classical extensions of Lévy processes on two parameter dimensions suffer from the fact that they do not allow for spatial discontinuities [see for example Barth and Stein (Stoch Part Differ Equ Anal Comput 6(2):286–334, 2018)]. In this paper a new subordination approach is employed [see also Barth and Merkle (Subordinated gaussian random fields. ArXiv e-prints, arXiv:2012.06353 [math.PR], 2020)] to generate Lévy-type discontinuous random fields on a two-dimensional spatial parameter domain. Existence and uniqueness of a (pathwise) solution to a general elliptic partial differential equation is proved and an approximation theory for the diffusion coefficient and the corresponding solution provided. Further, numerical examples using a Monte Carlo approach on a Finite Element discretization validate our theoretical results.