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

Abstract

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 [39] 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 ∼ k −1 into the complex plane.In this paper, we generalise the result in [39] 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 [34].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 [39] arise from a genuine feature of the Helmholtz equation with k large (and not, for example, a suboptimal bound).