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An adaptive sparse grid method for elliptic PDEs with stochastic coefficients

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Academic year: 2021

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Table 1 shows the first ten values of vectors α, α ˜ and α. We remark that the ˆ components of the vector α for the indicator λ are closely comparable with those of the vector α˜ for u
Figure 3: Error C k E [λ ref − A α (w, N )λ] k versus error on E [u] (left l c = 0.5, right l c = 0.2).
Figure 4: Left: Error C w k E [λ ref − A α (w, N )λ] k 2 versus error on E [u].

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