Adaptive preconditioning of linear stochastic algebraic systems of equations

DOI10.1002/CNM.943MaRDI QIDQ5433614zbMATH OpenOpenAlexFDO

Authors

Publication date 9 January 2008

Published in Communications in Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cnm.943

zbMATH Keywords

adaptive preconditioninglinear elastic problemsMonte Carlo simulationsnumerical experimentspreconditioned conjugate gradient methodstochastic finite elementsstochastic linear algebraic system of equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Classical linear elasticity (74B05) Finite element methods applied to problems in solid mechanics (74S05)

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Cites work

• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• On the discrete dynamic nature of the conjugate gradient method
• Preconditioning techniques for large linear systems: A survey
• Robust and efficient methods for stochastic finite element analysis using Monte Carlo simulation

Cited in

(9)

• A numerical method for solving linear systems in the preconditioned Crank-Nicolson algorithm
• Adaptive solution of linear systems of equations based on a posteriori error estimators
• An a posteriori-based adaptive preconditioner for controlling a local algebraic error norm
• Polynomial chaos representation of a stochastic preconditioner
• Flows in almost linear time via adaptive preconditioning
• A Novel Reduced Spectral Function Approach for Finite Element Analysis of Stochastic Dynamical Systems
• A reduced spectral function approach for the stochastic finite element analysis
• A reduced polynomial chaos expansion method for the stochastic finite element analysis
• Adaptive preconditioners for nonlinear systems of equations

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