Uncertain data in initial boundary value problems: Impact on short and long time predictions

Abstract

We investigate the influence of uncertain data on solutions to initial boundary value problems with well posed boundary conditions. Uncertainty in the forcing function, initial conditions and boundary conditions are considered and we quantify their relative influence for short and long time calculations. For short time calculations, uncertainty in the initial data dominates. As time grows, the influence of initial data vanishes exponentially fast. For longer time calculations, the uncertainty in the forcing function and boundary data dominate, as they grow in time. Errors due to the forcing function grow faster (linearly in time) than the ones due to the boundary data (grow as the square root of time). Roughly speaking, the results indicate that for short time calculations, the initial conditions are the most important, but for longer time calculations, focus should be on the forcing function and boundary conditions. The findings are especially important when similar mathematical and numerical techniques are used for both short and long times. Our qualitative results can guide more quantitative investigations where details of the uncertain data are known.