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A statistical method for verifying mesh convergence in Monte Carlo simulations with application to fragmentation
Author(s) -
Bishop J. E.,
Strack O. E.
Publication year - 2011
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.3176
Subject(s) - monte carlo method , mathematics , cumulative distribution function , statistical physics , finite element method , rate of convergence , kolmogorov–smirnov test , statistical hypothesis testing , computer science , probability density function , statistics , physics , computer network , channel (broadcasting) , thermodynamics
A novel method is presented for assessing the convergence of a sequence of statistical distributions generated by direct Monte Carlo sampling. The primary application is to assess the mesh or grid convergence, and possibly divergence, of stochastic outputs from non‐linear continuum systems. Example systems include those from fluid or solid mechanics, particularly those with instabilities and sensitive dependence on initial conditions or system parameters. The convergence assessment is based on demonstrating empirically that a sequence of cumulative distribution functions converges in the L infty norm. The effect of finite sample sizes is quantified using confidence levels from the Kolmogorov–Smirnov statistic. The statistical method is independent of the underlying distributions. The statistical method is demonstrated using two examples: (1) the logistic map in the chaotic regime, and (2) a fragmenting ductile ring modeled with an explicit‐dynamics finite element code. In the fragmenting ring example the convergence of the distribution describing neck spacing is investigated. The initial yield strength is treated as a random field. Two different random fields are considered, one with spatial correlation and the other without. Both cases converged, albeit to different distributions. The case with spatial correlation exhibited a significantly higher convergence rate compared with the one without spatial correlation. Copyright © 2011 John Wiley & Sons, Ltd.