TY - JOUR
T1 - High-order Galerkin approximations for parametric second-order elliptic partial differential equations
AU - Nistor, Victor
AU - Schwab, Christoph
N1 - Funding Information:
We acknowledge the support of the Hausdorff Institute for Mathematics (HIM) in Bonn during the HIM Trimester “High-dimensional approximation”, where this work was initiated and where a large part of this work was performed. The paper was completed during a visit of V. Nistor to the Research Institute for Mathematics (FIM) at ETH Zürich. V.N. was partially supported by the NSF Grant DMS-1016556. C.S. was partially supported by the European Research Council (ERC) under Grant AdG247277.
PY - 2013/8
Y1 - 2013/8
N2 - Let D ⊂ ℝd, d = 2, 3, be a bounded domain with piecewise smooth boundary, Y = ℓ∞(ℕ) and U = B 1(Y), the open unit ball of Y. We consider a parametric family (Py)y∈U of uniformly strongly elliptic, second-order partial differential operators Py on D. Under suitable assumptions on the coefficients, we establish a regularity result for the solution u of the parametric boundary value problem Py u(x, y) = f(x, y), x ∈ D, y ∈ U, with mixed Dirichlet-Neumann boundary conditions on ∂d D and, respectively, on ∂n D. Our regularity and well-posedness results are formulated in a scale of weighted Sobolev spaces Ka+1m+1(D) of Kondratév type. We prove that the (Py)y ∈ U admit a shift theorem that is uniform in the parameter y ∈ U. Specifically, if the coefficients of P satisfy a ij(x, y) = ∑kykψk ij, y = (yk)k≥1 ∈ U and if the sequences ||ψkij||Wm, ∞(D) are p-summable in k, for 0 < p< 1, then the parametric solution u admits an expansion into tensorized Legendre polynomials Lν(y) such that the corresponding sequence u = (uν) ∈ ℓp(ℱ; Ka+1m+1(D)), where ℱ = ℕ0 (N). We also show optimal algebraic orders of convergence for the Galerkin approximations uℓ of the solution u using suitable Finite Element spaces in two and three dimensions. Namely, let t = m/d and s = 1/p-1/2, where u = (uν) ∈ ℓp(ℱ; K a+1m+1(D)), 0 < p < 1. We show that, for each m ∈ ℕ, there exists a sequence {Sℓ}ℓ≥0 of nested, finite-dimensional spaces Sℓ ⊂ L2(U;V) such that the Galerkin projections uℓ ∈ Sℓ of u satisfy ||u - uℓ||L2(U;V) ≤ C dim(S ℓ)-min{s, t} ||f||Hm-1(D), dim(S ℓ) → ∞. The sequence Sℓ is constructed using a sequence Vμ⊂V of Finite Element spaces in D with graded mesh refinements toward the singularities. Each subspace S ℓ is defined by a finite subset Λℓ ⊂ ℱ of "active polynomial chaos" coefficients uν ∈ V, ν ∈ Λℓ in the Legendre chaos expansion of u which are approximated by vν ∈ V μ(ℓ, ν), for each ν ∈ Λℓ, with a suitable choice of μ(ℓ, ν).
AB - Let D ⊂ ℝd, d = 2, 3, be a bounded domain with piecewise smooth boundary, Y = ℓ∞(ℕ) and U = B 1(Y), the open unit ball of Y. We consider a parametric family (Py)y∈U of uniformly strongly elliptic, second-order partial differential operators Py on D. Under suitable assumptions on the coefficients, we establish a regularity result for the solution u of the parametric boundary value problem Py u(x, y) = f(x, y), x ∈ D, y ∈ U, with mixed Dirichlet-Neumann boundary conditions on ∂d D and, respectively, on ∂n D. Our regularity and well-posedness results are formulated in a scale of weighted Sobolev spaces Ka+1m+1(D) of Kondratév type. We prove that the (Py)y ∈ U admit a shift theorem that is uniform in the parameter y ∈ U. Specifically, if the coefficients of P satisfy a ij(x, y) = ∑kykψk ij, y = (yk)k≥1 ∈ U and if the sequences ||ψkij||Wm, ∞(D) are p-summable in k, for 0 < p< 1, then the parametric solution u admits an expansion into tensorized Legendre polynomials Lν(y) such that the corresponding sequence u = (uν) ∈ ℓp(ℱ; Ka+1m+1(D)), where ℱ = ℕ0 (N). We also show optimal algebraic orders of convergence for the Galerkin approximations uℓ of the solution u using suitable Finite Element spaces in two and three dimensions. Namely, let t = m/d and s = 1/p-1/2, where u = (uν) ∈ ℓp(ℱ; K a+1m+1(D)), 0 < p < 1. We show that, for each m ∈ ℕ, there exists a sequence {Sℓ}ℓ≥0 of nested, finite-dimensional spaces Sℓ ⊂ L2(U;V) such that the Galerkin projections uℓ ∈ Sℓ of u satisfy ||u - uℓ||L2(U;V) ≤ C dim(S ℓ)-min{s, t} ||f||Hm-1(D), dim(S ℓ) → ∞. The sequence Sℓ is constructed using a sequence Vμ⊂V of Finite Element spaces in D with graded mesh refinements toward the singularities. Each subspace S ℓ is defined by a finite subset Λℓ ⊂ ℱ of "active polynomial chaos" coefficients uν ∈ V, ν ∈ Λℓ in the Legendre chaos expansion of u which are approximated by vν ∈ V μ(ℓ, ν), for each ν ∈ Λℓ, with a suitable choice of μ(ℓ, ν).
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U2 - 10.1142/S0218202513500218
DO - 10.1142/S0218202513500218
M3 - Article
AN - SCOPUS:84877876545
SN - 0218-2025
VL - 23
SP - 1729
EP - 1760
JO - Mathematical Models and Methods in Applied Sciences
JF - Mathematical Models and Methods in Applied Sciences
IS - 9
ER -