Computational aspects of the stochastic finite element method

DOI10.1007/s00791-006-0047-4zbMath1123.65004OpenAlexW2088117085MaRDI QIDQ2383943

Elisabeth Ullmann, Oliver G. Ernst, Michael Eiermann

Publication date: 20 September 2007

Published in: Computing and Visualization in Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00791-006-0047-4

zbMATH Keywords

Stochastic finite element methodHierarchical matricesUncertainty quantificationMultiple right hand sidesThick-restart Lanczos method

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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)

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Uses Software

• TRLan
• ARPACK

Cites Work

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