Analyticity, regularity, and generalized polynomial chaos approximation of stochastic, parametric parabolic two-scale partial differential equations

• Main Author: Hoang, Viet Ha
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2022
• Subjects: Science::Mathematics; Stochastic Parabolic Two-Scale Pdes; Generalized Polynomial Chaos Approximation
• Online Access: https://hdl.handle.net/10356/155098
• Institution: Nanyang Technological University

We study two-scale parabolic partial differential equations whose coefficient is stochastic and depends linearly on a sequence of pairwise independent random variables which are uniformly distributed in a compact interval. We cast the problem into a deterministic two-scale parabolic problem which de...