Uncertainty Analysis for Drift-Diffusion Equations

Authors Greta Marino, Jan-Frederik Pietschmann, Alois Pichler

Publication date 13 May 2021

Parametrices in context of PDEs (35A17) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61) Special processes (60K99) Stochastic programming (90C15)

Abstract: We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After providing existence and stability for the deterministic problem, we consider uncertainty in the data. Instead of a sensitivity analysis we propose to measure functionals of the solution, so-called quantities of interest (QoI), by involving scalarizing statistics. For these summarizing statistics we provide probabilistic continuity results.

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