The paper introduces a method that can combine continuous and finite-element approaches, preserving the speed of finite-element based iteration and the accuracy of continuous random walks. The basic idea is to decompose the radiance function to a finite-element component that is only a rough estimate and to a difference component that is obtained by Monte-Carlo techniques. The classical iterati...

In this work, we consider an elliptic partial differential equation with a random coefficient solved with the stochastic collocation finite element method. The random diffusion coefficient is assumed to depend in an affine way on independent random variables. We derive a residual-based a posteriori error estimate that is constituted of two parts controlling the stochastic collocation (SC) and t...