Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part II: Multilevel Approximation
DOI10.1137/22M1479361MaRDI QIDQ5889352
David J. Silvester, Alexei Bespalov
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
65C20: Probabilistic models, generic numerical methods in probability and statistics
65N35: Spectral, collocation and related methods for boundary value problems involving PDEs
65N15: Error bounds for boundary value problems involving PDEs
65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
65N50: Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs
35R60: PDEs with randomness, stochastic partial differential equations
65-XX: Numerical analysis
Related Items
Uses Software
Cites Work
- Adaptive stochastic Galerkin FEM
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Convergence of adaptive stochastic collocation with finite elements
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- Multi-index stochastic collocation for random PDEs
- Convergence Rates of Multilevel and Sparse Tensor Approximations for a Random Elliptic PDE
- A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
- 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
- Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation
- 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
- Efficient Adaptive Multilevel Stochastic Galerkin Approximation Using Implicit A Posteriori Error Estimation
- Efficient Adaptive Stochastic Galerkin Methods for Parametric Operator Equations
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data