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Convergence of adaptive stochastic collocation with finite elements

Authors :
Feischl, Michael
Scaglioni, Andrea
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

Subjects :
Mathematics - Numerical Analysis

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2008.12591
Document Type :
Working Paper