Numerical solution of spectral stochastic finite element systems (Q2564527): Difference between revisions

This paper addresses the issues involved in solving systems of linear equations which arise in the context of the spectral stochastic finite element formulation. Two efficient solution procedures are presented that dramatically reduce the amount of computations involved in numerical solution of these problems. A brief review is first provided of the underlying spectral approach which highlights the peculiar structure of the matrices generated and how their properties are related to both the level of approximation as well as to the convergence behavior of the solution procedure. The differences between these matrices and their deterministic finite element counterparts are illustrated. An iterative solution scheme is proposed, which utilizes the specific properties of the matrices for efficient memory management and enhanced convergence behavior. Results from numerical tests are presented.