Aylwin, R., JerezHanckes, C., Schwab, C., & Zech, J. (2020). Domain Uncertainty Quantification in Computational Electromagnetics. SIAMASA J. Uncertain. Quantif., 8(1), 301–341.
Abstract: We study the numerical approximation of timeharmonic, electromagnetic fields inside a lossy cavity of uncertain geometry. Key assumptions are a possibly highdimensional parametrization of the uncertain geometry along with a suitable transformation to a fixed, nominal domain. This uncertainty parametrization results in families of countably parametric, Maxwelllike cavity problems that are posed in a single domain, with inhomogeneous coefficients that possess finite, possibly low spatial regularity, but exhibit holomorphic parametric dependence in the differential operator. Our computational scheme is composed of a sparse grid interpolation in the highdimensional parameter domain and an Hcurl conforming edge element discretization of the parametric problem in the nominal domain. As a steppingstone in the analysis, we derive a novel Strangtype lemma for Maxwelllike problems in the nominal domain, which is of independent interest. Moreover, we accommodate arbitrary small Sobolev regularity of the electric field and also cover uncertain isotropic constitutive or material laws. The shape holomorphy and edgeelement consistency error analysis for the nominal problem are shown to imply convergence rates for multilevel Monte Carlo and for quasiMonte Carlo integration, as well as sparse grid approximations, in uncertainty quantification for computational electromagnetics. They also imply expression rate estimates for deep ReLU networks of shapetosolution maps in this setting. Finally, our computational experiments confirm the presented theoretical results.

Dölz, J., Harbrecht, H., JerezHanckes, C., & Multerer M. (2022). Isogeometric multilevel quadrature for forward and inverse random acoustic scattering. Comput. Methods in Appl. Mech. Eng., 388, 114242.
Abstract: We study the numerical solution of forward and inverse timeharmonic acoustic scattering problems by randomly shaped obstacles in threedimensional space using a fast isogeometric boundary element method. Within the isogeometric framework, realizations of the random scatterer can efficiently be computed by simply updating the NURBS mappings which represent the scatterer. This way, we end up with a random deformation field. In particular, we show that it suffices to know the deformation field’s expectation and covariance at the scatterer’s boundary to model the surface’s Karhunen–Loève expansion. Leveraging on the isogeometric framework, we employ multilevel quadrature methods to approximate quantities of interest such as the scattered wave’s expectation and variance. By computing the wave’s Cauchy data at an artificial, fixed interface enclosing the random obstacle, we can also directly infer quantities of interest in free space. Adopting the Bayesian paradigm, we finally compute the expected shape and variance of the scatterer from noisy measurements of the scattered wave at the artificial interface. Numerical results for the forward and inverse problems validate the proposed approach.

EscapilInchauspe, P., & JerezHanckes, C. (2020). Helmholtz Scattering by Random Domains: FirstOrder Sparse Boundary Elements Approximation. SIAM J. Sci. Comput., 42(5), A2561–A2592.
Abstract: We consider the numerical solution of timeharmonic acoustic scattering by obstacles with uncertain geometries for Dirichlet, Neumann, impedance, and transmission boundary conditions. In particular, we aim to quantify diffracted fields originated by small stochastic perturbations of a given relatively smooth nominal shape. Using firstorder shape Taylor expansions, we derive tensor deterministic firstkind boundary integral equations for the statistical moments of the scattering problems considered. These are then approximated by sparse tensor Galerkin discretizations via the combination technique [M. Griebel, M. Schneider, and C. Zenger, A combination technique for the solution of sparse grid problems, in Iterative Methods in Linear Algebra, P. de Groen and P. Beauwens, eds., Elsevier, Amsterdam, 1992, pp. 263281; H. Harbrecht, M. Peters, and M. Siebenmorgen, J. Comput. Phys., 252 (2013), pp. 128141]. We supply extensive numerical experiments confirming the predicted error convergence rates with polylogarithmic growth in the number of degrees of freedom and accuracy in approximation of the moments. Moreover, we discuss implementation details such as preconditioning to finally point out further research avenues.

Fuenzalida, C., JerezHanckes, C., & McClarren, R. G. (2019). Uncertainty Quantification For Multigroup Diffusion Equations Using Sparse Tensor Approximations. SIAM J. Sci. Comput., 41(3), B545–B575.
Abstract: We develop a novel method to compute first and second order statistical moments of the neutron kinetic density inside a nuclear system by solving the energydependent neutron diffusion equation. Randomness comes from the lack of precise knowledge of external sources as well as of the interaction parameters, known as cross sections. Thus, the density is itself a random variable. As Monte Carlo simulations entail intense computational work, we are interested in deterministic approaches to quantify uncertainties. By assuming as given the first and second statistical moments of the excitation terms, a sparse tensor finite element approximation of the first two statistical moments of the dependent variables for each energy group can be efficiently computed in one run. Numerical experiments provided validate our derived convergence rates and point to further research avenues.
