Goal-Oriented Error Estimation and Adaptivity for Stochastic Collocation FEM

Abstract

We propose and analyze a general goal-oriented adaptive strategy for approximating quantities of interest (QoIs) associated with solutions to linear elliptic PDEs with random inputs. The QoIs are represented by bounded linear or continuously Gateaux differentiable nonlinear goal functionals, and the approximations are computed using the sparse grid stochastic collocation finite element method (SC-FEM). The proposed adaptive strategy relies on novel reliable a posteriori estimates of the errors in approximating QoIs. One of the key features of our error estimation approach is the introduction of a correction term into the approximation of QoIs in order to compensate for the lack of (global) Galerkin orthogonality in the SC-FEM setting. Computational results generated using the proposed adaptive algorithm are presented in the paper for representative elliptic problems with affine and nonaffine parametric coefficient dependence and for a range of linear and nonlinear goal functionals.