Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part II: Multilevel Approximation

DOI10.1137/22M1479361MaRDI QIDQ5889352

David J. Silvester, Alexei Bespalov

Publication date: 20 April 2023

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.08902

zbMATH Keywords

finite element approximationstochastic collocationPDEs with random data

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) PDEs with randomness, stochastic partial differential equations (35R60) Numerical analysis (65-XX)

Related Items (1)

Adaptive ML-SCFEM

Uses Software

• ALEA

Cites Work

• Adaptive stochastic Galerkin FEM
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• A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method
• Adaptive Multilevel Monte Carlo Methods for Stochastic Variational Inequalities
• Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation
• On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion
• Convergence and rate optimality of adaptive multilevel stochastic Galerkin FEM
• Two-Level a Posteriori Error Estimation for Adaptive Multilevel Stochastic Galerkin Finite Element Method
• Efficient Adaptive Multilevel Stochastic Galerkin Approximation Using Implicit A Posteriori Error Estimation
• Efficient Adaptive Stochastic Galerkin Methods for Parametric Operator Equations
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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