Low-rank solution of unsteady diffusion equations with stochastic coefficients
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Publication:2945170
preconditioningnumerical experimentsiterative methodsKronecker product structurestochastic coefficientslow-rank solutionstochastic Galerkin systemstochastic Galerkin finite element methodunsteady diffusion equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Preconditioners for iterative methods (65F08) 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 initial value and initial-boundary value problems involving PDEs (65M60)
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Cites work
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- scientific article; zbMATH DE number 741107 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
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- Existence and computation of low Kronecker-rank approximations for large linear systems of tensor product structure
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- Krylov subspace methods for linear systems with tensor product structure
- Low rank methods for a class of generalized Lyapunov equations and related issues
- Low-rank tensor Krylov subspace methods for parametrized linear systems
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Numerical solution of spectral stochastic finite element systems
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Cited in
(27)- Lattice Boltzmann method for stochastic convection-diffusion equations
- Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data
- Low-rank solutions to the stochastic Helmholtz equation
- Low-rank solution methods for stochastic eigenvalue problems
- Equation-Free, Multiscale Computation for Unsteady Random Diffusion
- A low-rank solver for the stochastic unsteady Navier-Stokes problem
- Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements
- Block-diagonal preconditioning for spectral stochastic finite-element systems
- Interpolatory tensorial reduced order models for parametric dynamical systems
- A rapid and efficient isogeometric design space exploration framework with application to structural mechanics
- A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems
- Block-diagonal preconditioning for optimal control problems constrained by PDEs with uncertain inputs
- Space and chaos‐expansion Galerkin proper orthogonal decomposition low‐order discretization of partial differential equations for uncertainty quantification
- A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem
- A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations
- A low-rank solver for the Navier-Stokes equations with uncertain viscosity
- A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations.
- Solving differential Riccati equations: a nonlinear space-time method using tensor trains
- On the convergence of Krylov methods with low-rank truncations
- Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
- Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients
- Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations
- A computational study of preconditioning techniques for the stochastic diffusion equation with lognormal coefficient
- An efficient reduced basis solver for stochastic Galerkin matrix equations
- A multigrid solver for two-dimensional stochastic diffusion equations.
- Inexact methods for symmetric stochastic eigenvalue problems
- A preconditioned low-rank projection method with a rank-reduction scheme for stochastic partial differential equations
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