University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Adaptive Multilevel Stochastic Collocation Method for Randomized Elliptic PDEs

Adaptive Multilevel Stochastic Collocation Method for Randomized Elliptic PDEs

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

If you have a question about this talk, please contact info@newton.ac.uk.

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.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2020 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity