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arXiv 2202.02530math.NAcs.NA
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参数椭圆本征值问题的解析性及其在拟蒙特卡罗方法中的应用

Analyticity of Parametric Elliptic Eigenvalue Problems and Applications to Quasi-Monte Carlo Methods

Van Kien Nguyen

摘要:

本文研究了具有随机系数的线性椭圆型偏微分算子最左本征值的解析性,并分析了拟蒙特卡罗方法方法逼近这一量的期望的收敛速度.假设随机系数由仿射展开$a_0(\boldsymbol{x})+\sum_{j\in \mathbb{N}}y_ja_j(\boldsymbol{x})$表示,其中参数向量$\boldsymbol{y}=(y_j)_{j\in \mathbb{N}}\in U^\infty$的元素独立且相同地均匀分布在$U:=[-\frac{1}{2},\frac{1}{2}]$上。在假设$ \|\sum_{j\in \mathbb{N}}ρ_j|a_j|\|_{L_\infty(D)} <\infty$与$p\in (0,1]$的正序列$(ρ_j)_{j\in \mathbb{N}}\in \ell_p(\mathbb{N})$有关的条件下,证明了对任何$\boldsymbol{y}\in U^\infty$,椭圆型偏微分算子有可数无穷多个特征值$(λ_j(\boldsymbol{y}))_{j\in \mathbb{N}}$,这些特征值可以是非减序的.此外,在$U^\infty$中,谱隙$λ_2(\boldsymbol{y})-λ_1(\boldsymbol{y})$是一致正的。由此证明了$λ_1(\boldsymbol{y})$在$\mathbb{C}^\infty$中的全纯延拓性质,并利用解析函数的柯西公式估计了$λ_1(\boldsymbol{y})$关于参数$\boldsymbol{y}$的混合导数.在此基础上,我们证明了拟蒙特卡罗方法逼近$λ_1(\boldsymbol{y})$期望的维数无关收敛速度。

英文摘要:

In the present paper, we study the analyticity of the leftmost eigenvalue of the linear elliptic partial differential operator with random coefficient and analyze the convergence rate of the quasi-Monte Carlo method for approximation of the expectation of this quantity. The random coefficient is assumed to be represented by an affine expansion $a_0(\boldsymbol{x})+\sum_{j\in \mathbb{N}}y_ja_j(\boldsymbol{x})$, where elements of the parameter vector $\boldsymbol{y}=(y_j)_{j\in \mathbb{N}}\in U^\infty$ are independent and identically uniformly distributed on $U:=[-\frac{1}{2},\frac{1}{2}]$. Under the assumption $ \|\sum_{j\in \mathbb{N}}ρ_j|a_j|\|_{L_\infty(D)} <\infty$ with some positive sequence $(ρ_j)_{j\in \mathbb{N}}\in \ell_p(\mathbb{N})$ for $p\in (0,1]$ we show that for any $\boldsymbol{y}\in U^\infty$, the elliptic partial differential operator has a countably infinite number of eigenvalues $(λ_j(\boldsymbol{y}))_{j\in \mathbb{N}}$ which can be ordered non-decreasingly. Moreover, the spectral gap $λ_2(\boldsymbol{y})-λ_1(\boldsymbol{y})$ is uniformly positive in $U^\infty$. From this, we prove the holomorphic extension property of $λ_1(\boldsymbol{y})$ to a complex domain in $\mathbb{C}^\infty$ and estimate mixed derivatives of $λ_1(\boldsymbol{y})$ with respect to the parameters $\boldsymbol{y}$ by using Cauchy's formula for analytic functions. Based on these bounds we prove the dimension-independent convergence rate of the quasi-Monte Carlo method to approximate the expectation of $λ_1(\boldsymbol{y})$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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