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

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
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preprint

Higher-Order QMC Galerkin FEM for Singular Perturbation: Reaction-Diffusion with Affine-Parametric Reaction

Christoph Schwab, Fabian Rohner
arXiv (Cornell University)
Advanced Numerical Methods in Computational Mathematics
preprint

Higher-Order QMC Galerkin FEM for Singular Perturbation: Reaction-Diffusion with Affine-Parametric Reaction

Christoph Schwab, Fabian Rohner
preprint en

Abstract

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.

arXiv (Cornell University)
Advanced Numerical Methods in Computational Mathematics
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Higher-Order QMC Galerkin FEM for Singular Perturbation: Reaction-Diffusion with Affine-Parametric Reaction — Christoph Schwab, Fabian Rohner · arXiv (Cornell University) (2026) | TGRS Research Map | TGRS