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

DOI10.1137/22M1479361MaRDI QIDQ5889352zbMATH OpenFDO

Authors Alex Bespalov, David Silvester

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

Cites work

• A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
• 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
• Adaptive stochastic Galerkin FEM
• Convergence and rate optimality of adaptive multilevel stochastic Galerkin FEM
• Convergence of adaptive stochastic collocation with finite elements
• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Convergence rates of multilevel and sparse tensor approximations for a random elliptic PDE
• Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation
• Efficient adaptive stochastic Galerkin methods for parametric operator equations
• Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation
• Multi-index stochastic collocation for random PDEs
• On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
• Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin finite element method

Cited in

(7)

• Goal-oriented error estimation and adaptivity for stochastic collocation FEM
• Multilevel representations of random fields and sparse approximations of solutions to random PDEs
• Noise-robust multi-fidelity surrogate modelling for parametric partial differential equations
• Error estimation and adaptivity for stochastic collocation finite elements Part II: multilevel approximation
• Adaptive ML-SCFEM
• On shells of revolution with random profiles
• Multilevel adaptive stochastic collocation with dimensionality reduction

Describes a project that uses

Uses Software

• ALEA

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