Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations

Initial boundary value problems of linear second-order hyperbolic partial differential equations whose coefficients depend on countably many random parameters are reduced to a parametric family of deterministic initial boundary value problems on an infinite dimensional parameter space. This parametr...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Hoang, Viet Ha., Schwab, Christoph.
مؤلفون آخرون: School of Physical and Mathematical Sciences
التنسيق: مقال
اللغة:English
منشور في: 2013
الوصول للمادة أونلاين:https://hdl.handle.net/10356/98386
http://hdl.handle.net/10220/12431
الوسوم: إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
المؤسسة: Nanyang Technological University
اللغة: English
الوصف
الملخص:Initial boundary value problems of linear second-order hyperbolic partial differential equations whose coefficients depend on countably many random parameters are reduced to a parametric family of deterministic initial boundary value problems on an infinite dimensional parameter space. This parametric family is approximated by Galerkin projection onto finitely supported polynomial systems in the parameter space. We establish uniform stability with respect to the support of the resulting coupled hyperbolic systems, and provide sufficient smoothness and compatibility conditions on the data for the solution to exhibit analytic, respectively, Gevrey regularity with respect to the countably many parameters. Sufficient conditions for the p-summability of the generalized polynomial chaos expansion of the parametric solution in terms of the countably many input parameters are obtained and rates of convergence of best N-term polynomial chaos type approximations of the parametric solution are given. In addition, regularity both in space and time for the parametric family of solutions is proved for data satisfying certain compatibility conditions. The results allow obtaining convergence rates and stability of sparse space-time tensor product Galerkin discretizations in the parameter space.