On solving stochastic collocation systems with algebraic multigrid

DOI10.1093/IMANUM/DRR034MaRDI QIDQ2902202zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

numerical examplespreconditioningRaviart-Thomas elementsmixed finite elementssparse gridsstochastic collocationalgebraic multigrid

Mathematics Subject Classification ID

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)

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Cited in

(15)

• Smoothed aggregation algebraic multigrid for stochastic PDE problems with layered materials.
• Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data
• An optimal solver for linear systems arising from stochastic FEM approximation of diffusion equations with random coefficients
• Accelerating stochastic collocation methods for partial differential equations with random input data
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Parallel preconditioners and multigrid solvers for stochastic polynomial chaos discretizations of the diffusion equation at the large scale.
• Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
• Efficient reduced basis methods for saddle point problems with applications in groundwater flow
• Solving stochastic collocation systems with algebraic multigrid
• Preconditioning parametrized linear systems
• Stochastic collocation for elliptic PDEs with random data: the lognormal case
• Stochastic finite element 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
• Algebraic multigrid for stationary and time-dependent partial differential equations with stochastic coefficients
• A preconditioned recycling GMRES solver for stochastic Helmholtz problems

Describes a project that uses

Uses Software

• HSL_MI20

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