On solving stochastic collocation systems with algebraic multigrid
DOI10.1093/IMANUM/DRR034zbMATH Open1248.65007OpenAlexW2100880455MaRDI QIDQ2902202FDOQ2902202
Authors: Andrew D. Gordon, Catherine E. Powell 
Publication date: 17 August 2012
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2cb5092318dfb48413315a3a1d7e097b1579031e
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numerical examplespreconditioningRaviart-Thomas elementsmixed finite elementssparse gridsstochastic collocationalgebraic multigrid
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Preconditioners for iterative methods (65F08) Boundary value problems for second-order elliptic equations (35J25) 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) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Cited In (15)
- Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
- A preconditioned recycling GMRES solver for stochastic Helmholtz problems
- Smoothed aggregation algebraic multigrid for stochastic PDE problems with layered materials.
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Preconditioning parametrized linear systems
- Solving stochastic collocation systems with algebraic multigrid
- An optimal solver for linear systems arising from stochastic FEM approximation of diffusion equations with random coefficients
- Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data
- Stochastic finite element methods for partial differential equations with random input data
- Stochastic collocation for elliptic PDEs with random data: the lognormal case
- Accelerating stochastic collocation methods for partial differential equations with random input data
- A comparison of the extrapolated successive overrelaxation and the preconditioned simultaneous displacement methods for augmented linear systems
- Parallel preconditioners and multigrid solvers for stochastic polynomial chaos discretizations of the diffusion equation at the large scale.
- Efficient reduced basis methods for saddle point problems with applications in groundwater flow
- Algebraic multigrid for stationary and time-dependent partial differential equations with stochastic coefficients
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