Convergence of adaptive stochastic collocation with finite elements
arXiv:2008.12591 · doi:10.1016/j.camwa.2021.07.001
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.
36 pages, 9 figures
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