A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes

DOI10.1051/M2AN/2015017MaRDI QIDQ3449161zbMATH OpenOpenAlexFDO

Authors Martin Eigel, Claude Jeffrey Gittelson, Christoph Schwab, Elmar Zander

Publication date 3 November 2015

Published in ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/20.500.11850/94622

zbMATH Keywords

convergenceuncertainty quantificationnumerical exampleelliptic boundary value problemGalerkin projectiontruncation errorcontraction propertypartial differential equations with random coefficientsgeneralized polynomial chaosadaptive finite element methodsadaptive refinement algorithmresidual a posteriori error estimate

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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• Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
• Quasi-Optimal Convergence Rate for an Adaptive Finite Element Method
• Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
• Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
• Spectral Methods for Uncertainty Quantification
• The completion of locally refined simplicial partitions created by bisection
• Theory of adaptive finite element methods: An introduction

Cited in

(40)

• An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations
• An adaptive stochastic finite elements approach based on Newton-Cotes quadrature in simplex elements
• Fast \(r\)-adaptivity for multiple queries of heterogeneous stochastic material fields
• Efficient Adaptive Algorithms for Elliptic PDEs with Random Data
• Convergence of adaptive stochastic Galerkin FEM
• Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
• A convergent time–space adaptive dG(s) finite element method for parabolic problems motivated by equal error distribution
• Local equilibration error estimators for guaranteed error control in adaptive stochastic higher-order Galerkin finite element methods
• T-IFISS: a toolbox for adaptive FEM computation
• An adaptive stochastic Galerkin method for random elliptic operators
• Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations
• Sparse adaptive tensor Galerkin approximations of stochastic PDE-constrained control problems
• Optimality of adaptive Galerkin methods for random parabolic partial differential equations
• Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
• Spatio-stochastic adaptive discontinuous Galerkin methods
• CBS constants \& their role in error estimation for stochastic Galerkin finite element methods
• Non-intrusive tensor reconstruction for high-dimensional random PDEs
• Dual-based a posteriori error estimate for stochastic finite element methods
• Convergence and rate optimality of adaptive multilevel stochastic Galerkin FEM
• A posteriori error estimation for the stochastic collocation finite element method
• An adaptive stochastic Galerkin method based on multilevel expansions of random fields: convergence and optimality
• A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
• Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation
• Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation
• Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
• A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs
• Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants
• An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains
• Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputs
• Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin finite element method
• A posteriori error estimation and adaptivity in stochastic Galerkin FEM for parametric elliptic PDEs: beyond the affine case
• On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
• Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs
• Adaptive stochastic Galerkin FEM with hierarchical tensor representations
• Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
• On the convergence of the stochastic Galerkin method for random elliptic partial differential equations
• Convergence of adaptive stochastic collocation with finite elements
• Adaptive stochastic Galerkin FEM
• A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients
• Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs

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