SIAM Journal on Scientific Computing · 2006 · 119 citations · 10 references
ComputingComputational EngineeringElectrical EngineeringComputational ElectromagneticsStochastic ProcessesUncertainty QuantificationMeasurement UncertaintyMonte Carlo MethodsMonte Carlo SimulationScattering AnalysisScattering ProblemsTime-domain Electromagnetics
We discuss computationally efficient ways of accounting for the impact of uncertainty, e.g., lack of detailed knowledge about sources, materials, shapes, etc., in computational time-domain electromagnetics. In contrast to classic statistical Monte Carlo--based methods, we explore a probabilistic approach based on high-order accurate expansions of general stochastic processes. We show this to be highly efficient and accurate on both one- and two-dimensional examples, enabling the computation of global sensitivities of measures of interest, e.g., radar-cross-sections (RCS) in scattering applications, for a variety of types of uncertainties.
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