Low-Rank Solution of Unsteady Diffusion Equations with Stochastic Coefficients

DOI10.1137/130937251zbMath1325.65016OpenAlexW1889120202MaRDI QIDQ2945170

Martin Stoll, Peter Benner, Akwum Onwunta

Publication date: 9 September 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/db96f85eec0eba2857e9b1a331c81b00697cdbf8

zbMATH Keywords

numerical experimentspreconditioningiterative methodsKronecker product structurestochastic coefficientslow-rank solutionstochastic Galerkin systemstochastic Galerkin finite element methodunsteady diffusion equations

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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) Numerical solutions to stochastic differential and integral equations (65C30) Preconditioners for iterative methods (65F08)

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