A probabilistic approach for exact solutions of determinist PDE's as well as their finite element approximations

Publication date 5 February 2020

Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75)

Abstract: A probabilistic approach is developed for the exact solution

u

to a determinist partial differential equation as well as for its associated approximation

u_{h}^{(k)}

performed by

P_{k}

Lagrange finite element. Two limitations motivated our approach: on the one hand, the inability to determine the exact solution

u

to a given partial differential equation (which initially motivates one to approximating it) and, on the other hand, the existence of uncertainties associated with the numerical approximation

u_{h}^{(k)}

. We thus fill this knowledge gap by considering the exact solution

u

together with its corresponding approximation

u_{h}^{(k)}

as random variables. By way of consequence, any function where

u

and

u_{h}^{(k)}

are involved as well. In this paper, we focus our analysis to a variational formulation defined on

W^{m, p}

Sobolev spaces and the corresponding a priori estimates of the exact solution

u

and its approximation

u_{h}^{(k)}

to consider their respective

W^{m, p} -

norm as a random variable, as well as the

W^{m, p}

approximation error with regards to

P_{k}

finite elements. This will enable us to derive a new probability distribution to evaluate the relative accuracy between two Lagrange finite elements

P_{k_{1}}

and

P_{k_{2}}, (k_{1} < k_{2})

.

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