Convergence of adaptive stochastic collocation with finite elements
Numerical Analysis
2025-06-03 v2 Numerical Analysis
Abstract
We consider an elliptic partial differential equation with a random diffusion parameter discretized by a stochastic collocation method in the parameter domain and a finite element method in the spatial domain. We prove convergence of an adaptive algorithm which adaptively enriches the parameter space as well as refines the finite element meshes.
Cite
@article{arxiv.2008.12591,
title = {Convergence of adaptive stochastic collocation with finite elements},
author = {Michael Feischl and Andrea Scaglioni},
journal= {arXiv preprint arXiv:2008.12591},
year = {2025}
}
Comments
36 pages, 9 figures