Adaptive Multilevel Stochastic Collocation Method for Randomized Elliptic PDEs

Add to your list(s) Download to your calendar using vCal

• Jens Lang (Technische Universität Darmstadt)
• Tuesday 06 March 2018, 16:00-16:45
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact INI IT.

This talk has been canceled/deleted

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.

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

This talk is not included in any other list

Note that ex-directory lists are not shown.