{"title":"有限元自适应随机配置的收敛性","authors":"M. Feischl, Andrea Scaglioni","doi":"10.5445/IR/1000125783","DOIUrl":null,"url":null,"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 for the first time convergence of a stochastic collocation algorithm which adaptively enriches the parameter space as well as refines the finite element meshes.","PeriodicalId":10572,"journal":{"name":"Comput. Math. Appl.","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2020-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"8","resultStr":"{\"title\":\"Convergence of adaptive stochastic collocation with finite elements\",\"authors\":\"M. Feischl, Andrea Scaglioni\",\"doi\":\"10.5445/IR/1000125783\",\"DOIUrl\":null,\"url\":null,\"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 for the first time convergence of a stochastic collocation algorithm which adaptively enriches the parameter space as well as refines the finite element meshes.\",\"PeriodicalId\":10572,\"journal\":{\"name\":\"Comput. Math. Appl.\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-08-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"8\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Comput. Math. Appl.\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.5445/IR/1000125783\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Comput. Math. Appl.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5445/IR/1000125783","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Convergence of adaptive stochastic collocation with finite elements
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 for the first time convergence of a stochastic collocation algorithm which adaptively enriches the parameter space as well as refines the finite element meshes.