English

Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations

Numerical Analysis 2016-03-29 v3

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 NN random variables. The elliptic problem is remapped on to a corresponding PDE with a fixed deterministic domain. We show that the solution can be analytically extended to a well defined region in \CN\C^{N} with respect to the random variables. A sparse grid stochastic collocation method is then used to compute the mean and standard deviation of the QoI. Finally, convergence rates for the mean and variance of the QoI are derived and compared to those obtained in numerical experiments.

Keywords

Cite

@article{arxiv.1312.7845,
  title  = {Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations},
  author = {Julio E. Castrillon-Candas and Fabio Nobile and Raul F. Tempone},
  journal= {arXiv preprint arXiv:1312.7845},
  year   = {2016}
}
R2 v1 2026-06-22T02:37:11.084Z