Back to Search
Start Over
Convergence of adaptive stochastic collocation with finite elements
- Publication Year :
- 2020
-
Abstract
- We consider an elliptic partial differential equation with a random diffusion parameter discretized by a stochastic collocation method in the parameter domain and a finite element method in the spatial domain. We prove convergence of an adaptive algorithm which adaptively enriches the parameter space as well as refines the finite element meshes.
- Subjects :
- Mathematics - Numerical Analysis
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2008.12591
- Document Type :
- Working Paper