Hybrid Stochastic Finite Element Method for Mechanical Vibration Problems

Figure 5

Case B: convergence in eigenvalue in the case of the collocation grid: size of the multi-index sets versus relative error in the hybrid solution in -scale. Plotmarkers: multi-index sets of different size. Dashed line: error between the overkill solution and the Monte Carlo solution.

(a) Expected value

(b) Variance