Higher-Order QMC Galerkin FEM for Singular Perturbation: Reaction-Diffusion with Affine-Parametric Reaction
We analyze higher-order quasi-Monte Carlo (QMC) Galerkin discretizations for a singularly perturbed reaction-diffusion problem with an affine-parametric reaction coefficient. We derive error estimates that are robust with respect to the perturbation parameter $\varepsilon$. To this end, we establish $\varepsilon$-uniform stability and mixed-parametric regularity estimates in an $\varepsilon$-weighted energy norm, with constants independent of the parameter dimension and of $\varepsilon$. These estimates imply robust dimension truncation estimates and dimension-independent higher-order QMC error bounds for linear quantities of interest. Assuming an abstract, $\varepsilon$-robust finite element approximation property, we combine the parametric estimates with the spatial discretization analysis to derive a general fully discrete QMC-FE error estimate with constants independent of both the parameter dimension and $\varepsilon$. We verify this approximation property for a one-dimensional model problem using continuous piecewise affine finite elements on Shishkin meshes. Numerical experiments illustrate the predicted robustness and convergence rates.
Authors
- Christoph Schwab (ORCID: https://orcid.org/0000-0002-7570-1472)
- Fabian Rohner
Publication Details
- Journal
- arXiv (Cornell University)
- Published
- 2026-10-29
- DOI
- https://doi.org/10.48550/arxiv.2610.39734
- Primary Topic
- Advanced Numerical Methods in Computational Mathematics
- Type
- preprint