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QMC Galerkin discretization of parametric operator equations

by Ch. Schwab

(Report number 2012-18)

Abstract
We extend recent results of QMC quadrature and Finite Element discretization for parametric, scalar second order elliptic partial differential equations to general QMC-Galerkin discretizations of parametric operator equations, which depend on possibly countably many parameters. Such problems typically arise in the numerical solution of differential and integral equations with random field inputs. The present setting covers general second order elliptic equations which are possibly indefinite (Helmholtz equation), or which are given in saddle point variational form (such as mixed formulations). The also cover nonsymmetric variational formulations which appear in space-time Galerkin discretizations of parabolic problems or countably parametric nonlinear initial value problems (HaSc11).

Keywords:

@Techreport{S12_461,
  author = {Ch. Schwab},
  title = {QMC Galerkin discretization of parametric operator equations},
  institution = {Seminar for Applied Mathematics, ETH Z{\"u}rich},
  number = {2012-18},
  address = {Switzerland},
  url = {https://www.sam.math.ethz.ch/sam_reports/reports_final/reports2012/2012-18.pdf },
  year = {2012}
}

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