On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion

On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion
Author: Martin Eigel
Publisher:
Total Pages:
Release: 2020
Genre:
ISBN:
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Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori error estimator. For the convergence proof, a strategy recently used for a stochastic Galerkin method with an hierarchical error estimator is transferred to the collocation setting.


On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion
Language: en
Pages:

On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion

Authors: Martin Eigel
Categories:
Type: BOOK - Published: 2020 - Publisher:

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Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive
Analysis and Numerical Treatment of Elliptic Equations with Stochastic Data
Language: en
Pages: 75

Analysis and Numerical Treatment of Elliptic Equations with Stochastic Data

Authors: Shi Cheng (Mathematician)
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Many science and engineering applications are impacted by a significant amount of uncertainty in the model. Examples include groundwater flow, microscopic biolo
An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Stochastic Partial Differential Equations
Language: en
Pages:

An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Stochastic Partial Differential Equations

Authors:
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Accurate predictive simulations of complex real world applications require numerical approximations to first, oppose the curse of dimensionality and second, con
Stochastic Differential and Difference Equations
Language: en
Pages: 384

Stochastic Differential and Difference Equations

Authors: Imre Csiszár
Categories: Mathematics
Type: BOOK - Published: 1997 - Publisher: Springer Science & Business Media

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Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family.- Com
Convergence Rates of Adaptive Algorithms for Stochastic and Partial Differential Equations
Language: en
Pages: 16

Convergence Rates of Adaptive Algorithms for Stochastic and Partial Differential Equations

Authors: Erik von Schwerin
Categories:
Type: BOOK - Published: 2005 - Publisher:

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