论文标题

在不确定性定量的背景下

Wavenumber-explicit parametric holomorphy of Helmholtz solutions in the context of uncertainty quantification

论文作者

Spence, Euan A., Wunsch, Jared

论文摘要

PDES的不确定性定量理论(UQ)的关键作用是由解决随机参数的规律性扮演的。实际上,人们寻求确定的关键属性是该解决方案是相对于(复杂的)参数的全体形态。在高频Helmholtz方程的UQ的背景下,一个自然的问题是:此参数Holomorphy如何取决于WaveNumber $ k $? 最近的论文[Ganesh,Kuo,Sloan 2021]显示了特定的非捕获可变的Helmholtz问题,其系数对随机参数的仿射依赖性,可以在分析上可以在分析上继续进行距离$ \ sim k^{-1} $,以延长解决方案操作员。 在本文中,我们将结果概括为[Ganesh,Kuo,Sloan 2021],大约$ k $ - 宣传参数holomorphy to helmholtz对随机参数的任意(Holomorphic)依赖性的较宽类别的问题;我们表明,在所有情况下,参数性霍明氏菌的区域都会随$ k $而降低,并显示出$ k $的降低率是如何取决于未受扰动的Helmholtz问题是陷阱还是不陷入困境。然后,我们给出了诱捕问题和非捕获问题的例子,在这些限制下,参数性霍明氏菌区域的$ k $降低率很清晰,捕获示例来自[Galkowski,Marchand,Spence,Spence 2021]的最新结果。 这些结果的直接含义是,在[Ganesh,Kuo,Sloan 2021]中分析Quasi-Monte Carlo(QMC)方法时,对$ k $依赖的限制施加的限制是由helmholtz方程的真正特征引起的。

A crucial role in the theory of uncertainty quantification (UQ) of PDEs is played by the regularity of the solution with respect to the stochastic parameters; indeed, a key property one seeks to establish is that the solution is holomorphic with respect to (the complex extensions of) the parameters. In the context of UQ for the high-frequency Helmholtz equation, a natural question is therefore: how does this parametric holomorphy depend on the wavenumber $k$? The recent paper [Ganesh, Kuo, Sloan 2021] showed for a particular nontrapping variable-coefficient Helmholtz problem with affine dependence of the coefficients on the stochastic parameters that the solution operator can be analytically continued a distance $\sim k^{-1}$ into the complex plane. In this paper, we generalise the result in [Ganesh, Kuo, Sloan 2021] about $k$-explicit parametric holomorphy to a much wider class of Helmholtz problems with arbitrary (holomorphic) dependence on the stochastic parameters; we show that in all cases the region of parametric holomorphy decreases with $k$, and show how the rate of decrease with $k$ is dictated by whether the unperturbed Helmholtz problem is trapping or nontrapping. We then give examples of both trapping and nontrapping problems where these bounds on the rate of decrease with $k$ of the region of parametric holomorphy are sharp, with the trapping examples coming from the recent results of [Galkowski, Marchand, Spence 2021]. An immediate implication of these results is that the $k$-dependent restrictions imposed on the randomness in the analysis of quasi-Monte Carlo (QMC) methods in [Ganesh, Kuo, Sloan 2021] arise from a genuine feature of the Helmholtz equation with $k$ large (and not, for example, a suboptimal bound).

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