arXiv:2008.12591 Abstract | arXiv Analytics

arXiv:2008.12591 [math.NA]Abstract References Reviews Resources

Convergence of adaptive stochastic collocation with finite elements

Published 2020-08-28Version 1

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.

Categories: math.NA, cs.NA

Keywords: adaptive stochastic collocation, convergence, elliptic partial differential equation, random diffusion parameter, finite element method

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