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Adaptive Multilevel Stochastic Collocation Method for Randomized Elliptic PDEs

Presented by: 
Jens Lang Technische Universität Darmstadt
Tuesday 6th March 2018 - 11:00 to 11:45
INI Seminar Room 1
In this talk, I will present a new adaptive multilevel stochastic collocation method for randomized elliptic PDEs. A hierarchical sequence of adaptive mesh refinements for the spatial approximation is combined with adaptive anisotropic sparse Smolyak grids in the stochastic space in such a way as to minimize computational cost. Iprovide a rigorous analysis for the convergence and computational complexity of the adaptive multilevel algorithm. This is a joint work with Robert Scheichl from Bath.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons