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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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. |
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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. |
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School of Physical and Mathematical Sciences |
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School of Physical and Mathematical Sciences Hoang, Viet Ha. Schwab, Christoph. |
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Article |
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Hoang, Viet Ha. Schwab, Christoph. |
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Hoang, Viet Ha. Schwab, Christoph. Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations |
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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 |
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2013 |
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https://hdl.handle.net/10356/98386 http://hdl.handle.net/10220/12431 |
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