Iterative Solvers for the Stochastic Finite Element Method

DOI10.1137/080727026zbMath1253.65007OpenAlexW2146669970MaRDI QIDQ3079340

Stefan Vandewalle, Eveline Rosseel

Publication date: 2 March 2011

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

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/212165

zbMATH Keywords

convergenceGalerkin methodnumerical examplespreconditioningmultigridmultilevel methodspolynomial chaosKrylov methodstochastic finite element method

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Iterative numerical methods for linear systems (65F10) 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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