An Efficient Reduced Basis Solver for Stochastic Galerkin Matrix Equations

DOI10.1137/15M1032399zbMath1381.35257OpenAlexW990331194MaRDI QIDQ2954486

Valeria Simoncini, Catherine E. Powell, David J. Silvester

Publication date: 13 January 2017

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

Full work available at URL: https://doi.org/10.1137/15m1032399

zbMATH Keywords

iterative solversstochastic finite elementsrational Krylov subspace methodsPDEs with random datageneralized matrix equations

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) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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Uses Software

• ALEA
• redbKIT

Cites Work

• Unnamed Item
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