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Browsing WIAS Preprints by Subject "a posteriori adaptivity"
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- ItemOn the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Eigel, Martin; Ernst, Oliver; Sprungk, Björn; Tamellini, LorenzoConvergence 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.