Parallel Solution of Stochastic PDEs

DOI10.1002/PAMM.200310225zbMath1201.65013OpenAlexW2067895237MaRDI QIDQ3063567

Hermann G. Matthies, Andreas Keese

Publication date: 15 December 2010

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200310225

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (10)

A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control ⋮ Sparse Representations in Stochastic Mechanics ⋮ Finite element methods for semilinear elliptic stochastic partial differential equations ⋮ Solving stochastic systems with low-rank tensor compression ⋮ Multiscale stochastic preconditioners in non-intrusive spectral projection ⋮ Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\) ⋮ Unnamed Item ⋮ A finite element approximation of linear stochastic PDEs driven by multiplicative white noise ⋮ Parallel statistical computing for statistical inference ⋮ Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations

Cites Work

• Iterative solution of systems of linear equations arising in the context of stochastic finite elements

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