On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion
DOI10.1137/20M1364722WikidataQ114074156 ScholiaQ114074156MaRDI QIDQ5070555
Martin Eigel, Björn Sprungk, Oliver G. Ernst, Lorenzo Tamellini
Publication date: 13 April 2022
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.07186
sparse gridsadaptive algorithmshigh-dimensional interpolationhigh-dimensional approximationparametric PDEsstochastic collocationrandom PDEs
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical interpolation (65D05) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Algorithms for approximation of functions (65D15)
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