Convergence of adaptive stochastic collocation with finite elements
Michael Feischl  1@  , Andrea Scaglioni  1  
1 : TU Wien

We consider an elliptic partial differential equation with a random diffusion parameter discretized by a stochastic collocation method in the parameter domain and a finite element method in the spatial domain. We prove for the first time convergence of a stochastic collocation algorithm which adaptively enriches the parameter space as well as refines the finite element meshes.

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