Sparse approximate solutions to stochastic Galerkin equations
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Publication:2317495
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) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cites work
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- A STOPPING CRITERION FOR ITERATIVE SOLUTION OF STOCHASTIC GALERKIN MATRIX EQUATIONS
- An efficient reduced basis solver for stochastic Galerkin matrix equations
- Block-diagonal preconditioning for spectral stochastic finite-element systems
- Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- Energy norm A posteriori error estimation for parametric operator equations
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Generalized Arnoldi-Tikhonov method for sparse reconstruction
- Generalized spectral decomposition for stochastic nonlinear problems
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- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Preconditioning steady-state Navier-Stokes equations with random data
- Relaxed Krylov subspace approximation
- Sparse finite element approximation of high-dimensional transport-dominated diffusion problems
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Cited in
(10)- Sparse finite elements for stochastic elliptic problems --- higher order moments
- The uniform sparse FFT with application to PDEs with random coefficients
- Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations
- Stochastic version of the degenerate kernel method for solving large systems of linear equations with sparse matrix
- An efficient reduced basis solver for stochastic Galerkin matrix equations
- Sparse Quadrature as an Alternative to Monte Carlo for Stochastic Finite Element Techniques
- Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation
- A priori sparsification of Galerkin models
- To be or not to be intrusive? The solution of parametric and stochastic equations -- the ``plain vanilla Galerkin case
- Convergence to a model in sparse-Lagrangian FDF simulations
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