Efficient Solvers for a Linear Stochastic Galerkin Mixed Formulation of Diffusion Problems with Random Data

DOI10.1137/070705817zbMath1187.35298OpenAlexW2150175265MaRDI QIDQ3558697

Oliver G. Ernst, Catherine E. Powell, Elisabeth Ullmann, David J. Silvester

Publication date: 6 May 2010

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/1229/1/siam_version.pdf

zbMATH Keywords

finite elementspreconditioningmultigridstochastic Galerkin methodmixed approximation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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Uses Software

• HSL_MI20

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