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...

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Main Authors: Hoang, Viet Ha., Schwab, Christoph.
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2013
Online Access:https://hdl.handle.net/10356/98386
http://hdl.handle.net/10220/12431
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-983862020-03-07T12:34:47Z Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations Hoang, Viet Ha. Schwab, Christoph. School of Physical and Mathematical Sciences 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. 2013-07-29T03:50:14Z 2019-12-06T19:54:40Z 2013-07-29T03:50:14Z 2019-12-06T19:54:40Z 2012 2012 Journal Article Hoanag, V. H., & Schwab, C. (2012). Regularity And Generalized Polynomial Chaos Approximation Of Parametric And Random Second-Order Hyperbolic Partial Differential Equations. Analysis and Applications, 10(03), 295-326. https://hdl.handle.net/10356/98386 http://hdl.handle.net/10220/12431 10.1142/S0219530512500145 en Analysis and applications © 2012 World Scientific Publishing Company.
institution Nanyang Technological University
building NTU Library
country Singapore
collection DR-NTU
language English
description 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.
author2 School of Physical and Mathematical Sciences
author_facet School of Physical and Mathematical Sciences
Hoang, Viet Ha.
Schwab, Christoph.
format Article
author Hoang, Viet Ha.
Schwab, Christoph.
spellingShingle Hoang, Viet Ha.
Schwab, Christoph.
Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
author_sort Hoang, Viet Ha.
title Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
title_short Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
title_full Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
title_fullStr Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
title_full_unstemmed Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
title_sort regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
publishDate 2013
url https://hdl.handle.net/10356/98386
http://hdl.handle.net/10220/12431
_version_ 1681034312828321792