A multigrid solver for two-dimensional stochastic diffusion equations.

DOI10.1016/S0045-7825(03)00457-2zbMath1037.65007OpenAlexW2119619715MaRDI QIDQ1420994

Omar M. Knio, Roger G. Ghanem, Bert J. Debusschere, Olivier P. Le Maître, Habib N. Najm

Publication date: 23 January 2004

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0045-7825(03)00457-2

zbMATH Keywords

convergencenumerical experimentsfinite differenceKarhunen-Loève expansionMultigrid methodPolynomial chaosRandom mediaStochastic diffusion equations

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

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