Analytic regularity of strong solutions for the complexified stochastic non-linear Poisson Boltzmann Equation

TL;DR

This paper proves the existence, uniqueness, and complex analytic extension of solutions to the stochastic non-linear Poisson Boltzmann Equation, enabling efficient uncertainty quantification in electrostatics modeling.

Contribution

It establishes the first analytic regularity results for solutions of the stochastic nPBE, facilitating advanced numerical methods for uncertainty quantification.

Findings

Solutions admit an analytic extension in complex domain.

Sparse grid stochastic collocation achieves algebraic to sub-exponential convergence.

Numerical experiments confirm theoretical convergence predictions.

Abstract

Semi-linear elliptic Partial Differential Equations (PDEs) such as the non-linear Poisson Boltzmann Equation (nPBE) is highly relevant for non-linear electrostatics in computational biology and chemistry. It is of particular importance for modeling potential fields from molecules in solvents or plasmas with stochastic fluctuations. The extensive applications include ones in condensed matter and solid state physics, chemical physics, electrochemistry, biochemistry, thermodynamics, statistical mechanics, and materials science, among others. In this paper we study the complex analytic properties of semi-linear elliptic Partial Differential Equations with respect to random fluctuations on the domain. We first prove the existence and uniqueness of the nPBE on a bounded domain in $\mathbb{R}^3$. This proof relies on the application of a contraction mapping reasoning, as the standard convex optimization argument for the deterministic nPBE no longer applies. Using the existence and uniqueness result we subsequently show that solution to the nPBE admits an analytic extension onto a well defined region in the complex hyperplane with respect to the number of stochastic variables. Due to the analytic extension, stochastic collocation theory for sparse grids predict algebraic to sub-exponential convergence rates with respect to the number of knots. A series of numerical experiments with sparse grids is consistent with this prediction and the analyticity result. Finally, this approach readily extends to a wide class of semi-linear elliptic PDEs.