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

DOI10.1051/m2an/2015017zbMath1335.65006OpenAlexW3021245493MaRDI QIDQ3449161

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

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

convergencenumerical exampleadaptive finite element methodselliptic boundary value problemtruncation erroruncertainty quantificationGalerkin projectioncontraction propertypartial differential equations with random coefficientsgeneralized polynomial chaosadaptive refinement algorithmresidual a posteriori error estimate

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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Uses Software

• ALEA
• OPQ

Cites Work

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