Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part II: Multilevel Approximation
DOI10.1137/22M1479361MaRDI QIDQ5889352FDOQ5889352
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
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 Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A multilevel stochastic collocation method for partial differential equations with random input data
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
- Convergence rates of multilevel and sparse tensor approximations for a random elliptic PDE
- Adaptive stochastic Galerkin FEM
- Efficient adaptive stochastic Galerkin methods for parametric operator equations
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- A posteriori error estimation for the stochastic collocation finite element method
- Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation
- Multi-index stochastic collocation for random PDEs
- Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation
- Adaptive multilevel Monte Carlo methods for stochastic variational inequalities
- Convergence of adaptive stochastic collocation with finite elements
- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
- Convergence and rate optimality of adaptive multilevel stochastic Galerkin FEM
- Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin finite element method
Cited In (2)
Uses Software
This page was built for publication: Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part II: Multilevel Approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5889352)
