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SUMMARY:Adaptive Multilevel Stochastic Collocation Method for Randomized E
 lliptic PDEs - Jens Lang (Technische Universität Darmstadt)
DTSTART:20180306T110000Z
DTEND:20180306T114500Z
UID:TALK101893@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:In this talk\, I will present a new adaptive multilevel stocha
 stic collocation method&nbsp\;for randomized elliptic PDEs. A hierarchical
  sequence of adaptive mesh refinements&nbsp\;for the spatial approximation
  is combined with adaptive anisotropic sparse Smolyak&nbsp\;grids in the s
 tochastic space in such a way as to minimize computational cost. Iprovide 
 a rigorous analysis for the convergence and computational complexity of th
 e&nbsp\;adaptive multilevel algorithm. This is a joint work with Robert Sc
 heichl from Bath.
LOCATION:Seminar Room 1\, Newton Institute
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