Linear collective collocation approximation for parametric and stochastic elliptic PDEs

DOI10.1070/SM9068MaRDI QIDQ4966691zbMATH OpenOpenAlexWikidataFDO

Authors Dinh Dũng

Publication date 27 June 2019

Published in Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.03377

zbMATH Keywords

affine dependence of diffusion coefficientshigh-dimensional problemslinear collective collocation approximationparametric and stochastic elliptic PDEs

Mathematics Subject Classification ID

Approximation by polynomials (41A10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical interpolation (65D05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Abstract: Consider the parametric elliptic problem �egin{equation} - operatorname{dv} �ig(a(y)(x) abla u(y)(x)�ig) = f(x) quad x in D, y in [-1,1]^infty, quad u|_{partial D} = 0, end{equation} where $Dsubset{mathbbR}^m$ is a bounded Lipschitz domain, $[-1,1{]}^{i}nfty$, $fin{L}_2(D)$, and the diffusions $a$ satisfy the uniform ellipticity assumption and are affinely dependent with respect to $y$. The parametric variable $y$ may be deterministic or random. In the present paper, a central question to be studied is as follows. Assume that we have an approximation property that there is a sequence of finite element approximations with a certain error convergence rate in energy norm of the space $V:=H_0^1(D)$ for the nonparametric problem $$ at every point $y_{0}in[-1,1{]}^{i}nfty$. Then under what assumptions does this sequence induce a sequence of finite element approximations with the same error convergence rate for the parametric elliptic problem in the norm of the Bochner spaces $L_{i}nfty([-1,1{]}^{i}nfty,V)$ or $L_2([-1,1{]}^{i}nfty,V)$? We solved this question by linear collective Taylor, collocation and Galerkin methods, based on Taylor expansions, Lagrange polynomial interpolations and Legendre polynomials expansions, respectively, on the parametric domain $[-1,1{]}^{i}nfty$. Under very light conditions, we show that all these approximation methods give the same error convergence rate as that by the sequence of finite element approximations for the nonparametric elliptic problem. The parametric infinite-variate part completely disappears from the convergence rate and influences only the constant. Hence the curse of dimensionality is broken by linear methods.

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Cited in

(8)

• Parameter estimation for partial differential equations by collage-based numerical approximation
• Quantics-TT collocation approximation of parameter-dependent and stochastic elliptic PDEs
• Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients
• Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
• Multilevel approximation of parametric and stochastic PDES
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• Collocation approximation by deep neural ReLU networks for parametric and stochastic PDEs with lognormal inputs
• Simultaneous spatial-parametric collocation approximation for parametric PDEs with log-normal random inputs

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