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

DOI10.1137/110836675zbMath1251.35200MaRDI QIDQ2904807

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

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

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

65F10: Iterative numerical methods for linear systems

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65F08: Preconditioners for iterative methods

Uses Software

• hlib