Parallel Solution of Stochastic PDEs

DOI10.1002/PAMM.200310225zbMATH Open1201.65013OpenAlexW2067895237MaRDI QIDQ3063567FDOQ3063567

Authors: Andreas Keese, Hermann G. Matthies 

Publication date: 15 December 2010

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200310225

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Parallel numerical computation (65Y05) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Iterative solution of systems of linear equations arising in the context of stochastic finite elements

Cited In (11)

• A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control
• Solving stochastic systems with low-rank tensor compression
• A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
• Stochastic modelling of diffusion equations on a parallel machine
• Finite element methods for semilinear elliptic stochastic partial differential equations
• Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\)
• Title not available (Why is that?)
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Multiscale stochastic preconditioners in non-intrusive spectral projection
• Sparse representations in stochastic mechanics
• Parallel statistical computing for statistical inference

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