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Convergence of adaptive stochastic collocation with finite elements (2008.12591v2)
Published 28 Aug 2020 in math.NA and cs.NA
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.
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