Issue |
ESAIM: M2AN
Volume 49, Number 5, September-October 2015
|
|
---|---|---|
Page(s) | 1367 - 1398 | |
DOI | https://doi.org/10.1051/m2an/2015017 | |
Published online | 19 August 2015 |
A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes∗,∗∗
1 Weierstrass Institute,
Mohrenstrasse 39, 10117
Berlin, Germany.
martin.eigel@wias-berlin.de
2 Department of Mathematics, Purdue
University, 150 N. University Street, West Lafayette, IN
47907-2067,
USA.
cgittels@purdue.edu
3 Seminar for Applied Mathematics, ETH
Zürich, Rämistrasse
101, 8092
Zürich,
Switzerland.
schwab@sam.math.ethz.ch
4 Institute of Scientific Computing,
Technical University Braunschweig, 38092
Braunschweig,
Germany.
e.zander@tu-bs.de
Received:
27
December
2013
Revised:
25
February
2015
We analyze a posteriori error estimation and adaptive refinement algorithms for stochastic Galerkin Finite Element methods for countably-parametric, elliptic boundary value problems. A residual error estimator which separates the effects of gpc-Galerkin discretization in parameter space and of the Finite Element discretization in physical space in energy norm is established. It is proved that the adaptive algorithm converges. To this end, a contraction property of its iterates is proved. It is shown that the sequences of triangulations which are produced by the algorithm in the FE discretization of the active gpc coefficients are asymptotically optimal. Numerical experiments illustrate the theoretical results.
Mathematics Subject Classification: 65N30 / 35R60 / 47B80 / 60H35 / 65C20 / 65N12 / 65N22 / 65J10
Key words: Partial differential equations with random coefficients / generalized polynomial chaos / adaptive finite element methods / contraction property / residuala posteriori error estimation / uncertainty quantification
© EDP Sciences, SMAI 2015
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