Stochastic model and generator for random fields with symmetry properties: application to the mesoscopic modeling of elastic random media

Johann Guilleminot (1) , Christian Soize (1)

1 MSME - Laboratoire de Modélisation et Simulation Multi Echelle

This paper is concerned with the construction of a new class of generalized nonparametric probabilistic models for matrix-valued non-Gaussian random fields which may take its values in some subset of the set of real symmetric positive-definite matrices presenting sparsity and invariance with respect to given orthogonal transformations. Within the context of linear elasticity, this situation is typically faced in the multiscale analysis of heterogeneous microstructures, where the constitutive elasticity matrices may exhibit some material symmetry properties. The representation introduced involves a parametrization which offers some flexibility for forward simulations and inverse identification by uncoupling the level of statistical fluctuations of the random field and the level of fluctuations associated with a stochastic measure of anisotropy. A novel numerical strategy for random generation is subsequently proposed and consists of solving a family of Ito stochastic differential equations. A Stormer-Verlet algorithm is used for the discretization of the stochastic differential equation.

Mots clés: Random field; Elasticity tensors; Ito stochastic differential equation; Material symmetry; Maximum entropy principle; Probabilistic model; Random matrix; Verlet scheme; Uncertainty Quantification

Domaines: Mécanique [physics.med-ph]; Probabilités [math.PR]; Statistiques [math.ST]; Théorie [stat.TH]

Johann Guilleminot, Christian Soize. Stochastic model and generator for random fields with symmetry properties: application to the mesoscopic modeling of elastic random media. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 2013, 11 (3), pp.840-870. ⟨10.1137/120898346⟩. ⟨hal-00854121⟩