Title
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
Abstract
In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by N random variables. The elliptic problem is remapped onto a corresponding PDE with a fixed deterministic domain. We show that the solution can be analytically extended to a well defined region in CN with respect to the random variables. A sparse grid stochastic collocation method is then used to compute the mean and variance of the QoI. Finally, convergence rates for the mean and variance of the QoI are derived and compared to those obtained in numerical experiments.
Year
DOI
Venue
2016
10.1016/j.camwa.2016.01.005
Computers & Mathematics with Applications
Keywords
Field
DocType
Uncertainty quantification,Stochastic collocation,Stochastic PDEs,Finite elements,Complex analysis,Smolyak sparse grids
Convergence (routing),Mathematical optimization,Parameterized complexity,Random variable,Uncertainty quantification,Mathematical analysis,Finite element method,Collocation method,Sparse grid,Mathematics,Collocation
Journal
Volume
Issue
ISSN
71
6
0898-1221
Citations 
PageRank 
References 
9
0.70
11
Authors
3
Name
Order
Citations
PageRank
Julio Enrique Castrillon-Candas1101.06
Fabio Nobile233629.63
Raul347754.12