On Local Fourier Analysis of Multigrid Methods for PDEs with Jumping and Random Coefficients

DOI10.1137/18M1173769zbMath1435.65053arXiv1803.08864WikidataQ114074305 ScholiaQ114074305MaRDI QIDQ5376563

Prashant Kumar, Carmen Rodrigo, Cornelis W. Oosterlee, Francisco José Gaspar

Publication date: 13 May 2019

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

Full work available at URL: https://arxiv.org/abs/1803.08864

zbMATH Keywords

random coefficientsmultigridPDEsuncertainty quantificationlocal Fourier analysismultilevel Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Iterative numerical methods for linear systems (65F10) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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