A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes
DOI10.1051/M2AN/2015017zbMATH Open1335.65006OpenAlexW3021245493MaRDI QIDQ3449161FDOQ3449161
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
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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
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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Cited In (40)
- 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
- Optimality of adaptive Galerkin methods for random parabolic partial differential equations
- A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs
- T-IFISS: a toolbox for adaptive FEM computation
- Convergence of adaptive stochastic Galerkin FEM
- An adaptive stochastic Galerkin method based on multilevel expansions of random fields: convergence and optimality
- Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants
- A convergent time–space adaptive dG(s) finite element method for parabolic problems motivated by equal error distribution
- Dual-based a posteriori error estimate for stochastic finite element methods
- Sparse adaptive tensor Galerkin approximations of stochastic PDE-constrained control problems
- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
- An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations
- Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- Adaptive stochastic Galerkin FEM with hierarchical tensor representations
- Spatio-stochastic adaptive discontinuous Galerkin methods
- Non-intrusive tensor reconstruction for high-dimensional random PDEs
- Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
- Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation
- Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputs
- Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs
- Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
- Adaptive stochastic Galerkin FEM
- Efficient Adaptive Algorithms for Elliptic PDEs with Random Data
- Fast \(r\)-adaptivity for multiple queries of heterogeneous stochastic material fields
- An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains
- Convergence of adaptive stochastic collocation with finite elements
- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
- On the convergence of the stochastic Galerkin method for random elliptic partial differential equations
- An adaptive stochastic finite elements approach based on Newton-Cotes quadrature in simplex elements
- Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
- CBS constants \& their role in error estimation for stochastic Galerkin finite element methods
- Local equilibration error estimators for guaranteed error control in adaptive stochastic higher-order Galerkin finite element methods
- Convergence and rate optimality of adaptive multilevel stochastic Galerkin FEM
- A posteriori error estimation for the stochastic collocation finite element method
- Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation
- Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin finite element method
- A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients
- A posteriori error estimation and adaptivity in stochastic Galerkin FEM for parametric elliptic PDEs: beyond the affine case
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