Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin FEM

DOI10.1137/20M1342586zbMATH Open1516.65125arXiv2006.02255MaRDI QIDQ6342005FDOQ6342005

Authors: Alex Bespalov, Dirk Praetorius, Michele Ruggeri 

Publication date: 3 June 2020

Abstract: The paper considers a class of parametric elliptic partial differential equations (PDEs), where the coefficients and the right-hand side function depend on infinitely many (uncertain) parameters. We introduce a two-level a posteriori estimator to control the energy error in multilevel stochastic Galerkin approximations for this class of PDE problems. We prove that the two-level estimator always provides a lower bound for the unknown approximation error, while the upper bound is equivalent to a saturation assumption. We propose and empirically compare three adaptive algorithms, where the structure of the estimator is exploited to perform spatial refinement as well as parametric enrichment. The paper also discusses implementation aspects of computing multilevel stochastic Galerkin approximations.

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) PDEs with randomness, stochastic partial differential equations (35R60) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)

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