The Helmholtz Equation in Random Media: Well-Posedness and A Priori Bounds

DOI10.1137/18M119327XMaRDI QIDQ4960983zbMATH OpenOpenAlexFDO

Authors O. R. Pembery, E. A. Spence

Publication date 24 April 2020

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.00282

zbMATH Keywords

a priori boundsHelmholtz equationhigh frequencynontrappingrandom mediawell-posedness

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We prove well-posedness results and a priori bounds on the solution of the Helmholtz equation $ablacdot(Aablau)+k^{2}nu=-f$, posed either in $mathbb{R}^d$ or in the exterior of a star-shaped Lipschitz obstacle, for a class of random $A$ and $n,$ random data $f$, and for all $k>0$. The particular class of $A$ and $n$ and the conditions on the obstacle ensure that the problem is nontrapping almost surely. These are the first well-posedness results and a priori bounds for the stochastic Helmholtz equation for arbitrarily large $k$ and for $A$ and $n$ varying independently of $k$. These results are obtained by combining recent bounds on the Helmholtz equation for deterministic $A$ and $n$ and general arguments (i.e. not specific to the Helmholtz equation) presented in this paper for proving a priori bounds and well-posedness of variational formulations of linear elliptic stochastic PDEs. We emphasise that these general results do not rely on either the Lax-Milgram theorem or Fredholm theory, since neither are applicable to the stochastic variational formulation of the Helmholtz equation.

Recommendations

• The Helmholtz equation in heterogeneous media: a priori bounds, well-posedness, and resonances
• An inverse random source problem for the Helmholtz equation
• Homogenization of a Hele-Shaw problem in periodic and random media
• Homogenization of random elliptic systems with an application to Maxwell's equations
• Inverse random source scattering for the Helmholtz equation in inhomogeneous media
• A Hölder estimate for non-uniform elliptic equations in a random medium
• A probabilistic approach to the homogenization of divergence-form operators in periodic media
• The Helmholtz equation in disturbed half-spaces
• Tail estimates for homogenization theorems in random media

Cites work

• A high performance computing and sensitivity analysis algorithm for stochastic many-particle wave scattering
• A multilevel stochastic collocation method for partial differential equations with random input data
• A robust numerical method for the random interface grating problem via shape calculus, weak Galerkin method, and low-rank approximation
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Acoustic and electromagnetic equations. Integral representations for harmonic problems
• Acoustic transmission problems: wavenumber-explicit bounds and resonance-free regions
• An analysis of infinite dimensional Bayesian inverse shape acoustic scattering and its numerical approximation
• An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations
• An efficient Monte Carlo interior penalty discontinuous Galerkin method for elastic wave scattering in random media
• An efficient Monte Carlo-transformed field expansion method for electromagnetic wave scattering by random rough surfaces
• An efficient numerical method for acoustic wave scattering in random media
• An introduction to computational stochastic PDEs
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
• Boundary element methods
• Compact sets in the space L^ p(0,T;B)
• Condition number estimates for combined potential integral operators in acoustics and their boundary element discretisation
• Electromagnetic wave scattering by random surfaces: shape holomorphy
• Electromagnetic wave scattering by random surfaces: uncertainty quantification via sparse tensor boundary elements
• Exact non-reflecting boundary conditions
• FAST METHOD FOR HIGH-FREQUENCY ACOUSTIC SCATTERING FROM RANDOM SCATTERERS
• Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Helmholtz Scattering by Random Domains: First-Order Sparse Boundary Element Approximation
• High-frequency bounds for the Helmholtz equation under parabolic trapping and applications in numerical analysis
• High-Order Collocation Methods for Differential Equations with Random Inputs
• scientific article; zbMATH DE number 1716480 (Why is no real title available?)
• scientific article; zbMATH DE number 5371718 (Why is no real title available?)
• scientific article; zbMATH DE number 50018 (Why is no real title available?)
• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• scientific article; zbMATH DE number 3576139 (Why is no real title available?)
• scientific article; zbMATH DE number 515978 (Why is no real title available?)
• scientific article; zbMATH DE number 2074377 (Why is no real title available?)
• scientific article; zbMATH DE number 3443893 (Why is no real title available?)
• scientific article; zbMATH DE number 1908008 (Why is no real title available?)
• scientific article; zbMATH DE number 1446717 (Why is no real title available?)
• scientific article; zbMATH DE number 3326329 (Why is no real title available?)
• Large deformation shape uncertainty quantification in acoustic scattering
• Local energy decay of the wave equation in an exterior problem and without resonance in the neighborhood of the real line
• Measure theory. Vol. I and II
• MULTILEVEL MONTE CARLO ON A HIGH-DIMENSIONAL PARAMETER SPACE FOR TRANSMISSION PROBLEMS WITH GEOMETRIC UNCERTAINTIES
• Numerical analysis of lognormal diffusions on the sphere
• ON THE SHORT WAVE ASYMPTOTIC BEHAVIOUR OF SOLUTIONS OF STATIONARY PROBLEMS AND THE ASYMPTOTIC BEHAVIOUR ASt→ ∞ OF SOLUTIONS OF NON-STATIONARY PROBLEMS
• Optimal constants in nontrapping resolvent estimates and applications in numerical analysis
• Resonances near the real axis for transparent obstacles
• Semi-classical estimates for the resolvent in nontrapping geometries
• Stability and finite element error analysis for the Helmholtz equation with variable coefficients
• Stochastic finite element methods for partial differential equations with random input data
• Stochastic Galerkin discretization of the log-normal isotropic diffusion problem
• Strong and weak error estimates for elliptic partial differential equations with random coefficients
• Tensor-structured Galerkin approximation of parametric and stochastic elliptic PDEs
• The Helmholtz equation in heterogeneous media: a priori bounds, well-posedness, and resonances
• Trapped rays in spherically symmetric media and poles of the scattering matrix
• Unique continuation and absence of positive eigenvalues for Schrödinger operators. (With an appendix by E. M. Stein)
• Unique continuation for elliptic operators: A geometric-variational approach
• Wave-Number-Explicit Bounds in Time-Harmonic Scattering

Cited in

(10)

• The Helmholtz equation in heterogeneous media: a priori bounds, well-posedness, and resonances
• Time harmonic wave propagation in one dimensional weakly randomly perturbed periodic media
• Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media
• Explicit bounds for the high-frequency time-harmonic Maxwell equations in heterogeneous media
• Wavenumber-Explicit Parametric Holomorphy of Helmholtz Solutions in the Context of Uncertainty Quantification
• Stability for the Helmholtz equation in deterministic and random periodic structures
• Low-rank solutions to the stochastic Helmholtz equation
• A priori bounds for elastic scattering by deterministic and random unbounded rough surfaces
• Time-harmonic elastic scattering by unbounded deterministic and random rough surfaces in three dimensions
• A priori bound for elastic scattering of incident plane waves from a diffraction grating

Describes a project that uses

Uses Software

• QMC4PDE

This page was built for publication: The Helmholtz Equation in Random Media: Well-Posedness and A Priori Bounds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4960983)