A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem

DOI10.1137/17M1125170zbMath1390.35437arXiv1612.05496MaRDI QIDQ5373923

Howard C. Elman, Tengfei Su

Publication date: 6 April 2018

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.05496

zbMATH Keywords

multigrid; low-rank approximation; stochastic finite element method

Mathematics Subject Classification ID

65N55: Multigrid methods; domain decomposition for boundary value problems involving PDEs

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

65F10: Iterative numerical methods for linear systems

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

Uses Software

• IFISS