1. On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion
- Author
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Martin Eigel, Oliver G. Ernst, Björn Sprungk, and Lorenzo Tamellini
- Subjects
parametric PDEs ,65D15 ,65D05 ,Numerical Analysis ,convergence ,sparse grids ,Applied Mathematics ,Numerical Analysis (math.NA) ,35R60, 65D05, 65D15, 65N12, 65C30, 60H25 ,affine diffusion coefficient ,stochastic collocation ,Mathematics::Numerical Analysis ,residual error estimator ,Computational Mathematics ,Random PDEs ,a posteriori adaptivity ,60H25 ,FOS: Mathematics ,65C30 ,Mathematics - Numerical Analysis - Abstract
Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori error estimator. For the convergence proof, a strategy recently used for a stochastic Galerkin method with an hierarchical error estimator is transferred to the collocation setting. Extensions to other variants of adaptive collocation methods (including the classical one proposed in the paper "Dimension-adaptive tensor-product quadratuture" Computing (2003) by T. Gerstner and M. Griebel) is explored., Comment: 24 pages, 1 figure
- Published
- 2022
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