Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations

DOI10.1007/s10543-021-00903-xzbMath1501.65004MaRDI QIDQ2162725

Howard C. Elman, Dong Eun Lee, Catherine E. Powell, Kookjin Lee

Publication date: 9 August 2022

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-021-00903-x

zbMATH Keywords

matrix equations; low-rank approximation; uncertainty quantification; stochastic Galerkin methods; alternating energy minimization; PDEs with random inputs

Mathematics Subject Classification ID

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

65C30: Numerical solutions to stochastic differential and integral equations

65F55: Numerical methods for low-rank matrix approximation; matrix compression

Uses Software

• IFISS
• ALEA