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...

全面介紹

Saved in:
書目詳細資料
Main Authors: Hoang, Viet Ha., Schwab, Christoph.
其他作者: School of Physical and Mathematical Sciences
格式: Article
語言:English
出版: 2013
在線閱讀:https://hdl.handle.net/10356/98386
http://hdl.handle.net/10220/12431
標簽: 添加標簽
沒有標簽, 成為第一個標記此記錄!
機構: Nanyang Technological University
語言: English
實物特徵
總結: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.