Title
A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method
Abstract
In this work, we consider an elliptic partial differential equation (PDE) with a random coefficient solved with the stochastic collocation finite element method (SC-FEM). The random diffusion coefficient is assumed to depend in an affine way on independent random variables. We derive a residual-based a posteriori error estimate that is constituted of two parts controlling the SC error and the FE error, respectively. The SC error estimator is then used to drive an adaptive sparse grid algorithm. Several numerical examples are given to illustrate the efficiency of the error estimator and the performance of the adaptive algorithm.
Year
DOI
Venue
2018
10.1137/17M1155454
SIAM JOURNAL ON NUMERICAL ANALYSIS
Keywords
Field
DocType
PDEs with random input,finite element method,stochastic collocation method,a posteriori error estimation,adaptive algorithm
Affine transformation,Random variable,Mathematical analysis,Finite element method,Adaptive algorithm,Elliptic partial differential equation,Sparse grid,Mathematics,Collocation,Estimator
Journal
Volume
Issue
ISSN
56
5
0036-1429
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Diane Sylvie Guignard100.34
Fabio Nobile233629.63