paper

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

Convergence of adaptive stochastic collocation with finite elements · wovepaper