Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations

DOI10.1016/J.JCP.2010.07.016MaRDI QIDQ602918zbMATH OpenOpenAlexFDO

Authors Tao Zhou, Tao Tang

Publication date 5 November 2010

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2010.07.016

zbMATH Keywords

Galerkin methodsmatrix propertiesstochastic diffusion equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Review text

In a recent work by \textit{D. Xiu} and \textit{J. Shen} [J. Comput. Phys. 228, No.~2, 266--281 (2009; Zbl 1161.65008)], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system provided. They also posed an open question on the properties of the coefficient matrix. In this work, some results related to the open question are provided.

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Cites work

• Efficient stochastic Galerkin methods for random diffusion equations
• Fast numerical methods for stochastic computations: a review
• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• Spectral and high-order methods with applications.
• Spectral Methods

Cited in

(5)

• Stochastic Galerkin matrices
• Convergence analysis for three parareal solvers
• Uncertainty quantification of phase transition problems with an injection boundary
• An error estimate of a modified method of characteristics modeling advective-diffusive transport in randomly heterogeneous porous media
• Uncertainty quantification with physics-informed generative process distributions for the linear diffusion equation

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