Sparse polynomial approximation of parametric elliptic PDEs. II: Lognormal coefficients.

DOI10.1051/M2AN/2016051zbMATH Open1366.41005arXiv1509.07050OpenAlexW2962840746MaRDI QIDQ2963772FDOQ2963772

Authors: Markus Bachmayr, Albert Cohen, Ronald DeVore, Giovanni Migliorati 

Publication date: 21 February 2017

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Abstract: Elliptic partial differential equations with diffusion coefficients of lognormal form, that is $a=exp(b)$, where $b$ is a Gaussian random field, are considered. We study the $el{l}^p$ summability properties of the Hermite polynomial expansion of the solution in terms of the countably many scalar parameters appearing in a given representation of $b$. These summability results have direct consequences on the approximation rates of best $n$-term truncated Hermite expansions. Our results significantly improve on the state of the art estimates available for this problem. In particular, they take into account the support properties of the basis functions involved in the representation of $b$, in addition to the size of these functions. One interesting conclusion from our analysis is that in certain relevant cases, the Karhunen-Lo`eve representation of $b$ may not be the best choice concerning the resulting sparsity and approximability of the Hermite expansion.

Full work available at URL: https://arxiv.org/abs/1509.07050

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zbMATH Keywords

Hermite polynomialsstochastic PDEs\(n\)-term approximationlognormal coefficients

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Multidimensional problems (41A63) Approximation by polynomials (41A10) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Error bounds for boundary value problems involving PDEs (65N15)

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