We derive and analyze adaptive solvers for boundary value problems in which the differential operator depends affinely on a sequence of parameters. These methods converge uniformly in the parameters and provide an upper bound for the maximal error. Numerical computations indicate that they are more efficient than similar methods that control the error in a mean square sense.
@article{M2AN_2012__46_6_1485_0, author = {Gittelson, Claude Jeffrey}, title = {Uniformly convergent adaptive methods for a class of parametric operator equations}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Mod\'elisation Math\'ematique et Analyse Num\'erique}, volume = {46}, year = {2012}, pages = {1485-1508}, doi = {10.1051/m2an/2012013}, mrnumber = {2996337}, zbl = {1276.65068}, language = {en}, url = {http://dml.mathdoc.fr/item/M2AN_2012__46_6_1485_0} }
Gittelson, Claude Jeffrey. Uniformly convergent adaptive methods for a class of parametric operator equations. ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 46 (2012) pp. 1485-1508. doi : 10.1051/m2an/2012013. http://gdmltest.u-ga.fr/item/M2AN_2012__46_6_1485_0/
[1] On solving elliptic stochastic partial differential equations. Comput. Methods Appl. Mech. Eng. 191 (2002) 4093-4122. | MR 1919790 | Zbl 1019.65010
and ,[2] Galerkin finite element approximations of stochastic elliptic partial differential equations. SIAM J. Numer. Anal. 42 (2004) 800-825 (electronic). | MR 2084236 | Zbl 1080.65003
, and ,[3] A stochastic collocation method for elliptic partial differential equations with random input data. SIAM J. Numer. Anal. 45 (2007) 1005-1034 (electronic). | MR 2318799 | Zbl 1151.65008
, and ,[4] Fast Evaluation Tools for Adaptive Wavelet Schemes. Ph.D. thesis, RWTH Aachen (2005).
,[5] Sparse high order FEM for elliptic sPDEs. Comput. Methods Appl. Mech. Eng. 198 (2009) 1149-1170. | MR 2500242 | Zbl 1157.65481
and ,[6] Sparse tensor discretization of elliptic SPDEs. SIAM J. Sci. Comput. 31 (2009/2010) 4281-4304. | MR 2566594 | Zbl 1205.35346
, and ,[7] Adaptive finite element methods with convergence rates. Numer. Math. 97 (2004) 219-268. | MR 2050077 | Zbl 1063.65120
, and ,[8] Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs. Technical Report 44, SAM, ETHZ (2011). | Zbl 1273.65009
, , and ,[9] Adaptive wavelet methods for elliptic operator equations : convergence rates. Math. Comput. 70 (2001) 27-75 (electronic). | MR 1803124 | Zbl 0980.65130
, and ,[10] Adaptive wavelet methods. II. Beyond the elliptic case. Found. Comput. Math. 2 (2002) 203-245. | MR 1907380 | Zbl 1025.65056
, and ,[11] Convergence rates of best -term Galerkin approximations for a class of elliptic sPDEs. Found. Comput. Math. 10 (2010) 615-646. | MR 2728424 | Zbl 1206.60064
, and ,[12] Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's. Anal. Appl. (Singap.) 9 (2011) 11-47. | MR 2763359 | Zbl 1219.35379
, and ,[13] Adaptive frame methods for elliptic operator equations. Adv. Comput. Math. 27 (2007) 27-63. | MR 2317920 | Zbl 1122.65103
, and ,[14] Adaptive frame methods for elliptic operator equations : the steepest descent approach. IMA J. Numer. Anal. 27 (2007) 717-740. | MR 2371829 | Zbl 1153.65050
, , , and ,[15] Solution of stochastic partial differential equations using Galerkin finite element techniques. Comput. Methods Appl. Mech. Eng. 190 (2001) 6359-6372. | MR 1870425 | Zbl 1075.65006
, and ,[16] An adaptive wavelet method for solving high-dimensional elliptic PDEs. Constr. Approx. 30 (2009) 423-455. | MR 2558688 | Zbl 1205.65313
, and ,[17] A convergent adaptive algorithm for Poisson's equation. SIAM J. Numer. Anal. 33 (1996) 1106-1124. | MR 1393904 | Zbl 0854.65090
,[18] Finite elements for elliptic problems with stochastic coefficients. Comput. Methods Appl. Mech. Eng. 194 (2005) 205-228. | MR 2105161 | Zbl 1143.65392
, and ,[19] An optimal adaptive wavelet method without coarsening of the iterands. Math. Comput. 76 (2007) 615-629 (electronic). | MR 2291830 | Zbl 1115.41023
, and ,[20] Orthogonal polynomials : computation and approximation, in Numer. Math. Sci. Comput. Oxford University Press, Oxford Science Publications, New York (2004). | MR 2061539 | Zbl 1130.42300
,[21] Stochastic finite elements : a spectral approach. Springer-Verlag, New York (1991). | MR 1083354 | Zbl 0722.73080
and ,[22] Adaptive Galerkin Methods for Parametric and Stochastic Operator Equations. Ph.D. thesis, ETH Dissertation No. 19533. ETH Zürich (2011).
,[23] An adaptive stochastic Galerkin method for random elliptic operators. Math. Comput. (2011). To appear. | MR 3042573 | Zbl 1268.35131
,[24] Convergence Rates of Multilevel and Sparse Tensor Approximations for a Random Elliptic PDE (2012). Submitted. | MR 3091365 | Zbl 1274.35438
,[25] Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications. J. Comput. Phys. 230 (2011) 3668-3694. | MR 2783812 | Zbl 1218.65009
, , , and ,[26] Fundamentals of the theory of operator algebras I, Elementary theory, Reprint of the 1983 original, in Graduate Studies in Mathematics. Amer. Math. Soc. 15 (1997). | MR 1468229 | Zbl 0888.46039
and ,[27] Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations. Comput. Methods Appl. Mech. Eng. 194 (2005) 1295-1331. | MR 2121216 | Zbl 1088.65002
and ,[28] Handling Wavelet Expansions in Numerical Methods. Ph.D. thesis, University of Twente (2002). | MR 2715507
,[29] Data oscillation and convergence of adaptive FEM. SIAM J. Numer. Anal. 38 (2000) 466-488 (electronic). | MR 1770058 | Zbl 0970.65113
, and ,[30] An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data. SIAM J. Numer. Anal. 46 (2008) 2411-2442. | MR 2421041 | Zbl 1176.65007
, and ,[31] Functional analysis, 2nd edition. International Series in Pure Appl. Math. McGraw-Hill Inc., New York (1991). | MR 1157815 | Zbl 0253.46001
,[32] Sparse tensor discretization of high-dimensional parametric and stochastic PDEs. Acta Numer. 20 (2011) 291-467. | MR 2805155 | Zbl 1269.65010
and ,[33] Adaptive solution of operator equations using wavelet frames. SIAM J. Numer. Anal. 41 (2003) 1074-1100 (electronic). | MR 2005196 | Zbl 1057.41010
,[34] The generalized Weierstrass approximation theorem. Math. Mag. 21 (1948) 237-254. | MR 27121 | Zbl 0147.11702
,[35] Orthogonal polynomials, 4th edition, in Colloq. Publ. XXIII. Amer. Math. Soc. (1975).
,[36] Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients. IMA J. Numer. Anal. 27 (2007) 232-261. | MR 2317004 | Zbl 1120.65004
and ,[37] An adaptive multi-element generalized polynomial chaos method for stochastic differential equations. J. Comput. Phys. 209 (2005) 617-642. | MR 2151997 | Zbl 1078.65008
and ,[38] Multi-element generalized polynomial chaos for arbitrary probability measures. SIAM J. Sci. Comput. 28 (2006) 901-928 (electronic). | MR 2240796 | Zbl 1128.65009
and ,[39] Solving elliptic problems with non-Gaussian spatially-dependent random coefficients. Comput. Methods Appl. Mech. Eng. 198 (2009) 1985-1995. | MR 2517951 | Zbl 1227.65014
and ,[40] Efficient collocational approach for parametric uncertainty analysis. Commun. Comput. Phys. 2 (2007) 293-309. | MR 2303928 | Zbl 1164.65302
,[41] Numerical methods for stochastic computations : A spectral method approach. Princeton University Press, Princeton, NJ (2010). | MR 2723020 | Zbl 1210.65002
,[42] High-order collocation methods for differential equations with random inputs. SIAM J. Sci. Comput. 27 (2005) 1118-1139 (electronic). | MR 2199923 | Zbl 1091.65006
and ,[43] The Wiener-Askey polynomial chaos for stochastic differential equations. SIAM J. Sci. Comput. 24 (2002) 619-644 (electronic). | MR 1951058 | Zbl 1014.65004
and ,