Efficient Iterative Solvers for Stochastic Galerkin Discretizations of Log-Transformed Random Diffusion Problems

DOI10.1137/110836675zbMath1251.35200OpenAlexW2077807411MaRDI QIDQ2904807

Oliver G. Ernst, Elisabeth Ullmann, Howard C. Elman

Publication date: 23 August 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1903/11404

zbMATH Keywords

finite elements preconditioning convection-diffusion problem algebraic multigrid lognormal random field stochastic Galerkin method Karhunen-Loève expansion

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Iterative numerical methods for linear systems (65F10) 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) Preconditioners for iterative methods (65F08)

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Uses Software

hlib

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