Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs (1st ed. 2023)

The present book develops the mathematical and numerical analysis of linear, elliptic and parabolic partial differential equations (PDEs) with coefficients whose logarithms are modelled as Gaussian random fields (GRFs), in polygonal and polyhedral physical domains. Both, forward and Bayesian inverse PDE problems subject to GRF priors are considered. Adopting a pathwise, affine-parametric representation of the GRFs, turns the random PDEs into equivalent, countably-parametric, deterministic PDEs, with nonuniform ellipticity constants. A detailed sparsity analysis of Wiener-Hermite polynomial chaos expansions of the corresponding parametric PDE solution families by analytic continuation into the complex domain  is developed, in corner- and edge-weighted function spaces on the physical domain. The presented Algorithms and results are relevant for the mathematical analysis of many approximation methods for PDEs with GRF inputs, such as model order reduction, neural network and tensor-formatted surrogates of parametric solution families. They are expected to impact computational uncertainty quantification subject to GRF models of uncertainty in PDEs, and are of interest for researchers and graduate students in both, applied and computational mathematics, as well as in computational science and engineering.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	Lecture Notes in Mathematics, 2334
Release date:	September 2023
First published:	2023
Authors:	Dinh DÅ©ng • Van Kien Nguyen • Christoph Schwab • Jakob Zech
Dimensions:	235 x 155mm (L x W)
Pages:	150
Edition:	1st ed. 2023
ISBN-13:	978-3-03-138383-0
Categories:	Books
LSN:	3-03-138383-4
Barcode:	9783031383830

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