Adaptive Multilevel Stochastic Collocation Method for Randomized Elliptic PDEs

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• Jens Lang (Technische Universität Darmstadt)
• Tuesday 06 March 2018, 11:00-11:45
• Seminar Room 1, Newton Institute.

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UNQW03 - Reducing dimensions and cost for UQ in complex systems

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.

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