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Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs [[electronic resource] /] / by Dinh Dũng, Van Kien Nguyen, Christoph Schwab, Jakob Zech
Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs [[electronic resource] /] / by Dinh Dũng, Van Kien Nguyen, Christoph Schwab, Jakob Zech
Autore Dũng Dinh
Edizione [1st ed. 2023.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Descrizione fisica 1 online resource (216 pages)
Disciplina 515.35
Altri autori (Persone) NguyenVan Kien
SchwabChristoph
ZechJakob
Collana Lecture Notes in Mathematics
Soggetto topico Differential equations
Probabilities
Numerical analysis
Functional analysis
Differential Equations
Probability Theory
Numerical Analysis
Functional Analysis
ISBN 9783031383847
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Acknowledgement -- Contents -- List of Symbols -- List of Abbreviations -- 1 Introduction -- 1.1 An Example -- 1.2 Contributions -- 1.3 Scope of Results -- 1.4 Structure and Content of This Text -- 1.5 Notation and Conventions -- 2 Preliminaries -- 2.1 Finite Dimensional Gaussian Measures -- 2.1.1 Univariate Gaussian Measures -- 2.1.2 Multivariate Gaussian Measures -- 2.1.3 Hermite Polynomials -- 2.2 Gaussian Measures on Separable Locally Convex Spaces -- 2.2.1 Cylindrical Sets -- 2.2.2 Definition and Basic Properties of Gaussian Measures -- 2.3 Cameron-Martin Space -- 2.4 Gaussian Product Measures -- 2.5 Gaussian Series -- 2.5.1 Some Abstract Results -- 2.5.2 Karhunen-Loève Expansion -- 2.5.3 Multiresolution Representations of GRFs -- 2.5.4 Periodic Continuation of a Stationary GRF -- 2.5.5 Sampling Stationary GRFs -- 2.6 Finite Element Discretization -- 2.6.1 Function Spaces -- 2.6.2 Finite Element Interpolation -- 3 Elliptic Divergence-Form PDEs with Log-Gaussian Coefficient -- 3.1 Statement of the Problem and Well-Posedness -- 3.2 Lipschitz Continuous Dependence -- 3.3 Regularity of the Solution -- 3.4 Random Input Data -- 3.5 Parametric Deterministic Coefficient -- 3.5.1 Deterministic Countably Parametric Elliptic PDEs -- 3.5.2 Probabilistic Setting -- 3.5.3 Deterministic Complex-Parametric Elliptic PDEs -- 3.6 Analyticity and Sparsity -- 3.6.1 Parametric Holomorphy -- 3.6.2 Sparsity of Wiener-Hermite PC Expansion Coefficients -- 3.7 Parametric Hs(D)-Analyticity and Sparsity -- 3.7.1 Hs(D)-Analyticity -- 3.7.2 Sparsity of Wiener-Hermite PC Expansion Coefficients -- 3.8 Parametric Kondrat'ev Analyticity and Sparsity -- 3.8.1 Parametric Ks(D)-Analyticity -- 3.8.2 Sparsity of Ks-Norms of Wiener-Hermite PC Expansion Coefficients -- 3.9 Bibliographical Remarks -- 4 Sparsity for Holomorphic Functions.
4.1 (b,ξ,δ,X)-Holomorphy and Sparsity -- 4.2 (b,ξ,δ,X)-Holomorphy of Composite Functions -- 4.3 Examples of Holomorphic Data-to-Solution Maps -- 4.3.1 Linear Elliptic Divergence-Form PDE with Parametric Diffusion Coefficient -- 4.3.2 Linear Parabolic PDE with Parametric Coefficient -- 4.3.3 Linear Elastostatics with Log-Gaussian Modulus of Elasticity -- 4.3.4 Maxwell Equations with Log-Gaussian Permittivity -- 4.3.5 Linear Parametric Elliptic Systems and Transmission Problems -- 5 Parametric Posterior Analyticity and Sparsity in BIPs -- 5.1 Formulation and Well-Posedness -- 5.2 Posterior Parametric Holomorphy -- 5.3 Example: Parametric Diffusion Coefficient -- 6 Smolyak Sparse-Grid Interpolation and Quadrature -- 6.1 Smolyak Sparse-Grid Interpolation and Quadrature -- 6.1.1 Smolyak Sparse-Grid Interpolation -- 6.1.2 Smolyak Sparse-Grid Quadrature -- 6.2 Multiindex Sets -- 6.2.1 Number of Function Evaluations -- 6.2.2 Construction of (ck,ν)νF -- 6.2.3 Summability Properties of the Collection (ck,ν)νF -- 6.2.4 Computing -- 6.3 Interpolation Convergence Rate -- 6.4 Quadrature Convergence Rate -- 7 Multilevel Smolyak Sparse-Grid Interpolation and Quadrature -- 7.1 Setting and Notation -- 7.2 Multilevel Smolyak Sparse-Grid Algorithms -- 7.3 Construction of an Allocation of Discretization Levels -- 7.4 Multilevel Smolyak Sparse-Grid Interpolation Algorithm -- 7.5 Multilevel Smolyak Sparse-Grid Quadrature Algorithm -- 7.6 Examples for Multilevel Interpolation and Quadrature -- 7.6.1 Parametric Diffusion Coefficient in Polygonal Domain -- 7.6.2 Parametric Holomorphy of the Posterior Density in Bayesian PDE Inversion -- 7.7 Linear Multilevel Interpolation and Quadrature Approximation -- 7.7.1 Multilevel Smolyak Sparse-Grid Interpolation -- 7.7.2 Multilevel Smolyak Sparse-Grid Quadrature -- 7.7.3 Applications to Parametric Divergence-Form EllipticPDEs.
7.7.4 Applications to Holomorphic Functions -- 8 Conclusions -- References -- Index.
Record Nr. UNISA-996558453803316
Dũng Dinh  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs [[electronic resource] /] / by Dinh Dũng, Van Kien Nguyen, Christoph Schwab, Jakob Zech
Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs [[electronic resource] /] / by Dinh Dũng, Van Kien Nguyen, Christoph Schwab, Jakob Zech
Autore Dũng Dinh
Edizione [1st ed. 2023.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Descrizione fisica 1 online resource (216 pages)
Disciplina 515.35
Altri autori (Persone) NguyenVan Kien
SchwabChristoph
ZechJakob
Collana Lecture Notes in Mathematics
Soggetto topico Differential equations
Probabilities
Numerical analysis
Functional analysis
Differential Equations
Probability Theory
Numerical Analysis
Functional Analysis
ISBN 9783031383847
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Acknowledgement -- Contents -- List of Symbols -- List of Abbreviations -- 1 Introduction -- 1.1 An Example -- 1.2 Contributions -- 1.3 Scope of Results -- 1.4 Structure and Content of This Text -- 1.5 Notation and Conventions -- 2 Preliminaries -- 2.1 Finite Dimensional Gaussian Measures -- 2.1.1 Univariate Gaussian Measures -- 2.1.2 Multivariate Gaussian Measures -- 2.1.3 Hermite Polynomials -- 2.2 Gaussian Measures on Separable Locally Convex Spaces -- 2.2.1 Cylindrical Sets -- 2.2.2 Definition and Basic Properties of Gaussian Measures -- 2.3 Cameron-Martin Space -- 2.4 Gaussian Product Measures -- 2.5 Gaussian Series -- 2.5.1 Some Abstract Results -- 2.5.2 Karhunen-Loève Expansion -- 2.5.3 Multiresolution Representations of GRFs -- 2.5.4 Periodic Continuation of a Stationary GRF -- 2.5.5 Sampling Stationary GRFs -- 2.6 Finite Element Discretization -- 2.6.1 Function Spaces -- 2.6.2 Finite Element Interpolation -- 3 Elliptic Divergence-Form PDEs with Log-Gaussian Coefficient -- 3.1 Statement of the Problem and Well-Posedness -- 3.2 Lipschitz Continuous Dependence -- 3.3 Regularity of the Solution -- 3.4 Random Input Data -- 3.5 Parametric Deterministic Coefficient -- 3.5.1 Deterministic Countably Parametric Elliptic PDEs -- 3.5.2 Probabilistic Setting -- 3.5.3 Deterministic Complex-Parametric Elliptic PDEs -- 3.6 Analyticity and Sparsity -- 3.6.1 Parametric Holomorphy -- 3.6.2 Sparsity of Wiener-Hermite PC Expansion Coefficients -- 3.7 Parametric Hs(D)-Analyticity and Sparsity -- 3.7.1 Hs(D)-Analyticity -- 3.7.2 Sparsity of Wiener-Hermite PC Expansion Coefficients -- 3.8 Parametric Kondrat'ev Analyticity and Sparsity -- 3.8.1 Parametric Ks(D)-Analyticity -- 3.8.2 Sparsity of Ks-Norms of Wiener-Hermite PC Expansion Coefficients -- 3.9 Bibliographical Remarks -- 4 Sparsity for Holomorphic Functions.
4.1 (b,ξ,δ,X)-Holomorphy and Sparsity -- 4.2 (b,ξ,δ,X)-Holomorphy of Composite Functions -- 4.3 Examples of Holomorphic Data-to-Solution Maps -- 4.3.1 Linear Elliptic Divergence-Form PDE with Parametric Diffusion Coefficient -- 4.3.2 Linear Parabolic PDE with Parametric Coefficient -- 4.3.3 Linear Elastostatics with Log-Gaussian Modulus of Elasticity -- 4.3.4 Maxwell Equations with Log-Gaussian Permittivity -- 4.3.5 Linear Parametric Elliptic Systems and Transmission Problems -- 5 Parametric Posterior Analyticity and Sparsity in BIPs -- 5.1 Formulation and Well-Posedness -- 5.2 Posterior Parametric Holomorphy -- 5.3 Example: Parametric Diffusion Coefficient -- 6 Smolyak Sparse-Grid Interpolation and Quadrature -- 6.1 Smolyak Sparse-Grid Interpolation and Quadrature -- 6.1.1 Smolyak Sparse-Grid Interpolation -- 6.1.2 Smolyak Sparse-Grid Quadrature -- 6.2 Multiindex Sets -- 6.2.1 Number of Function Evaluations -- 6.2.2 Construction of (ck,ν)νF -- 6.2.3 Summability Properties of the Collection (ck,ν)νF -- 6.2.4 Computing -- 6.3 Interpolation Convergence Rate -- 6.4 Quadrature Convergence Rate -- 7 Multilevel Smolyak Sparse-Grid Interpolation and Quadrature -- 7.1 Setting and Notation -- 7.2 Multilevel Smolyak Sparse-Grid Algorithms -- 7.3 Construction of an Allocation of Discretization Levels -- 7.4 Multilevel Smolyak Sparse-Grid Interpolation Algorithm -- 7.5 Multilevel Smolyak Sparse-Grid Quadrature Algorithm -- 7.6 Examples for Multilevel Interpolation and Quadrature -- 7.6.1 Parametric Diffusion Coefficient in Polygonal Domain -- 7.6.2 Parametric Holomorphy of the Posterior Density in Bayesian PDE Inversion -- 7.7 Linear Multilevel Interpolation and Quadrature Approximation -- 7.7.1 Multilevel Smolyak Sparse-Grid Interpolation -- 7.7.2 Multilevel Smolyak Sparse-Grid Quadrature -- 7.7.3 Applications to Parametric Divergence-Form EllipticPDEs.
7.7.4 Applications to Holomorphic Functions -- 8 Conclusions -- References -- Index.
Record Nr. UNINA-9910751387703321
Dũng Dinh  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Hyperbolic Cross Approximation [[electronic resource] /] / by Dinh Dũng, Vladimir Temlyakov, Tino Ullrich ; edited by Sergey Tikhonov
Hyperbolic Cross Approximation [[electronic resource] /] / by Dinh Dũng, Vladimir Temlyakov, Tino Ullrich ; edited by Sergey Tikhonov
Autore Dũng Dinh
Edizione [1st ed. 2018.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2018
Descrizione fisica 1 online resource (XI, 218 p. 24 illus., 11 illus. in color.)
Disciplina 511.4
Collana Advanced Courses in Mathematics - CRM Barcelona
Soggetto topico Approximation theory
Numerical analysis
Approximations and Expansions
Numerical Analysis
ISBN 3-319-92240-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Introduction -- Trigonometric polynomials -- Function spaces on T^d -- Linear approximation -- Sampling recovery -- Entropy numbers -- Best m-term approximation -- Numerical integration -- Related problems -- High-dimensional approximation -- Appendix.
Record Nr. UNINA-9910300116503321
Dũng Dinh  
Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2018
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Hyperbolic Cross Approximation / Dinh Dũng, Vladimir Temlyakov, Tino Ullrich ; Sergey Tikhonov editor
Hyperbolic Cross Approximation / Dinh Dũng, Vladimir Temlyakov, Tino Ullrich ; Sergey Tikhonov editor
Autore Dũng, Dinh
Pubbl/distr/stampa Cham, : Birkhäuser, 2018
Descrizione fisica xi, 218 p. : ill. ; 24 cm
Altri autori (Persone) Temlyakov, Vladimir
Ullrich, Tino
Soggetto topico 42Axx - Harmonic analysis in one variable [MSC 2020]
41-XX - Approximations and expansions [MSC 2020]
65Dxx - Numerical approximation and computational geometry (primarily algorithms) [MSC 2020]
42Bxx - Harmonic analysis in several variables [MSC 2020]
Soggetto non controllato Best m-term approximation
Cubature formulas
Entropy number
High-dimensional approximation
Hyperbolic cross
Kolmogorov width
Linear approximation
Linear width
Mixed smoothnes
Nonlinear approximation
Numerical integration
Orthowidth
Sampling recovery
Sampling width
Sparse grid
Strigonometric polynomial
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0124760
Dũng, Dinh  
Cham, : Birkhäuser, 2018
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Hyperbolic Cross Approximation / Dinh Dũng, Vladimir Temlyakov, Tino Ullrich ; Sergey Tikhonov editor
Hyperbolic Cross Approximation / Dinh Dũng, Vladimir Temlyakov, Tino Ullrich ; Sergey Tikhonov editor
Autore Dũng, Dinh
Edizione [Cham : Birkhäuser, 2018]
Pubbl/distr/stampa xi, 218 p., : ill. ; 24 cm
Descrizione fisica Pubblicazione in formato elettronico
Altri autori (Persone) Temlyakov, Vladimir
Ullrich, Tino
Soggetto topico 42Axx - Harmonic analysis in one variable [MSC 2020]
41-XX - Approximations and expansions [MSC 2020]
65Dxx - Numerical approximation and computational geometry (primarily algorithms) [MSC 2020]
42Bxx - Harmonic analysis in several variables [MSC 2020]
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNICAMPANIA-SUN0124760
Dũng, Dinh  
xi, 218 p., : ill. ; 24 cm
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui