Solving a Bernoulli type free boundary problem with random diffusion

Departement Mathematik und Informatik, Universität Basel, Spiegelgasse 1, 4051 Basel, Switzerland.

^* Corresponding author: helmut.harbrecht@unibas.ch

Received: 15 April 2018
Accepted: 27 April 2019

Abstract

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.