Parallel Solution of Stochastic PDEs

DOI10.1002/PAMM.200310225MaRDI QIDQ3063567zbMATH OpenOpenAlexFDO

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 \(\mathbb R^{d} (d =2, 3)\)
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• scientific article; zbMATH DE number 7479344 (Why is no real title available?)
• Multiscale stochastic preconditioners in non-intrusive spectral projection
• Sparse representations in stochastic mechanics
• Parallel statistical computing for statistical inference

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