Solving a Bernoulli type free boundary problem with random diffusion

Brügger, Rahel; Croce, Roberto; Harbrecht, Helmut

ESAIM: Control, Optimisation and Calculus of Variations, Tome 26 (2020), article no. 56.

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The present article is concerned with the numerical solution of a free boundary problem for an elliptic state equation with random diffusion. The domain under consideration is represented by a level set function which is evolved by the objective’s shape gradient. The state is computed by the finite element method, where the underlying triangulation is constructed by means of a marching cubes algorithm. The high-dimensional integral, which is induced by the random diffusion, is approximated by the quasi-Monte Carlo method. By numerical experiments, we validate the feasibility of the approach.

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