Convergence Rates of Best N-term Galerkin Approximations for a Class of Elliptic sPDEs

Abstract

Deterministic Galerkin approximations of a class of second order elliptic PDEs with random coefficients on a bounded domain D is a subset of R(exp d) are introduced and their convergence rates are estimated. The approximations are based on expansions of the random diffusion coefficients in L(exp 2)(D)-orthogonal bases, and on viewing the coefficients of these expansions as random parameters y = y(omega) = (y(sub )i(omega)). This yields an equivalent parametric deterministic PDE whose solution u(x; y) is a function of both the space variable x is an element of D and the in general countably many parameters y. We establish new regularity theorems describing the smoothness properties of the solution u as a map from y is an element of U = (-1, 1)(exp infinity) to V = H(sup 1)(sub 0)(D). These results lead to analytic estimates on the V norms of the coefficients (which are functions of x) in a so-called "generalized polynomial chaos" (gpc) expansion of u.

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Document Details

Document Type
Technical Report
Publication Date
May 31, 2010
Accession Number
ADA522055

Entities

People

  • Albert Cohen
  • Christoph Schwab
  • Ronald DeVore

Organizations

  • Texas A&M University

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Complex Variables
  • Computational Fluid Dynamics
  • Computational Science
  • Computations
  • Convergence
  • Differential Equations
  • Diffusion Coefficient
  • Equations
  • Error Analysis
  • Monte Carlo Method
  • Numerical Analysis
  • Partial Differential Equations
  • Probability
  • Probability Distributions
  • Random Variables
  • Real Variables
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Analytical Mechanics
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)

Technology Areas

  • Space