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Stochastic Galerkin coercivity and Cea quasi-optimality

Statement

Assume Countable Choice and the affine diffusion hypotheses of Uniformly elliptic affine random diffusion model. Let p be the selected admissible cutoff vector of the finite product-law input, and let Λ⊆{α∈N0d:0≤αj≤pj for all j} be finite. Let Vh⊂V be any finite-dimensional conforming spatial subspace. Define the stochastic Galerkin space VΛ,h:=span⁡{ ψα(⋅)v:α∈Λ, v∈Vh }⊂Lρ2(V). The Bochner form is continuous with constant a∗ and coercive with constant a∗. There is a unique UΛ,h∈VΛ,h satisfying A(UΛ,h,Wh)=F(Wh)(Wh∈VΛ,h), and, for the exact solution u of Affine random diffusion has a measurable Bochner solution, ∥u−UΛ,h∥Lρ2(V)≤a∗a∗inf⁡Wh∈VΛ,h∥u−Wh∥Lρ2(V). No stochastic-basis completeness or spectral-rate claim is part of this finite-dimensional estimate.

Facts & Assumptions

Given: The real affine diffusion model, Countable Choice, a finite chaos index set contained in the selected admissible cutoff box, and a finite-dimensional conforming spatial subspace.

[F1]

Affine diffusion forms are well-defined on Bochner L2 gives a well-defined bounded coercive real bilinear form with constants a∗ and a∗ and a bounded linear functional F.

[F2]

Affine random diffusion has a measurable Bochner solution gives the exact u∈Lρ2(V) satisfying A(u,W)=F(W) for all W.

[F3]

Finite-input Bochner L2 of a separable Hilbert space is Hilbert makes Lρ2(V) a real Hilbert space.

[F4]

Independent polynomial-chaos tensor products are orthonormal gives ∥ψα∥L2(ρ)=1, so ψαv∈Lρ2(V) for every v∈V.

[F5]

Strongly measurable Banach-valued function characterizes strong measurability by almost-everywhere limits of finite-valued measurable simple maps.

[F6]

Céa quasi-optimality for coercive conforming Galerkin problems gives existence, uniqueness, and the M/α error bound for finite-dimensional conforming subspaces under Countable Choice.

Proof

1.1F3F4F5given

Each ψα is a continuous scalar polynomial. Approximate it pointwise by finite-valued measurable simple real functions; multiplying those functions by a fixed v∈V gives simple V-valued maps converging to ψαv. Thus ψαv is strongly measurable by [F5] and has Bochner norm ∥ψα∥L2(ρ)∥v∥V=∥v∥V by [F4]. A finite basis of Vh and finite Λ therefore generate VΛ,h from finitely many members of Lρ2(V), making it finite-dimensional and conforming.

2.1F1F2F3F6step 1.1given∎

The model form and load satisfy the boundedness and coercivity hypotheses in [F6] by [F1], and the ambient space is Hilbert by [F3]. The finite-dimensional subspace condition is step 1.1. Apply [F6] with M=a∗ and α=a∗; it gives the unique discrete solution and ∥u−UΛ,h∥≤(a∗/a∗)inf⁡Wh∈VΛ,h∥u−Wh∥. This is the claimed estimate.

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