Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods

DOI10.1080/17476933.2023.2205136MaRDI QIDQ6186863zbMATH OpenFDO

Authors Van Kien Nguyen

Publication date 10 January 2024

Published in Complex Variables and Elliptic Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.02530

zbMATH Keywords

quasi-Monte Carlo methodseigenvalue problemselliptic partial differential equationsanalyticity

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimates of eigenvalues in context of PDEs (35P15) Analyticity in context of PDEs (35A20) Second-order elliptic equations (35J15)

Abstract: In the present paper, we study the analyticity of the leftmost eigenvalue of the linear elliptic partial differential operator with random coefficient and analyze the convergence rate of the quasi-Monte Carlo method for approximation of the expectation of this quantity. The random coefficient is assumed to be represented by an affine expansion $$, where elements of the parameter vector $$ are independent and identically uniformly distributed on $U:=[-frac12,frac12]$. Under the assumption $|su{m}_{jinmathbbN}h{o}_j|a_j|{|}_{L_{i}nfty(D)}<infty$ with some positive sequence $(h{o}_j{)}_{jinmathbbN}inel{l}_p(mathbbN)$ for $pin(0,1]$ we show that for any $$, the elliptic partial differential operator has a countably infinite number of eigenvalues $$ which can be ordered non-decreasingly. Moreover, the spectral gap $$ is uniformly positive in $U^{i}nfty$. From this, we prove the holomorphic extension property of $$ to a complex domain in $mathbb{C}^{i}nfty$ and estimate mixed derivatives of $$ with respect to the parameters $$ by using Cauchy's formula for analytic functions. Based on these bounds we prove the dimension-independent convergence rate of the quasi-Monte Carlo method to approximate the expectation of $$.

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Cited in

(3)

• Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. I: Regularity and error analysis
• Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. II: Efficient algorithms and numerical results
• Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems and applications

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