{ "id": "2008.07186", "version": "v1", "published": "2020-08-17T10:02:54.000Z", "updated": "2020-08-17T10:02:54.000Z", "title": "On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion", "authors": [ "Martin Eigel", "Oliver Ernst", "Björn Sprungk", "Lorenzo Tamellini" ], "comment": "20 pages", "categories": [ "math.NA", "cs.NA" ], "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.", "revisions": [ { "version": "v1", "updated": "2020-08-17T10:02:54.000Z" } ], "analyses": { "subjects": [ "35R60", "65D05", "65D15", "65N12" ], "keywords": [ "elliptic partial differential equations", "adaptive stochastic collocation", "affine diffusion", "reliable a-posteriori error estimator", "convergence" ], "note": { "typesetting": "TeX", "pages": 20, "language": "en", "license": "arXiv", "status": "editable" } } }