Preconditioning Stochastic Galerkin Saddle Point Systems

DOI10.1137/090777797zbMath1216.65010OpenAlexW2058386473MaRDI QIDQ3079773

Catherine E. Powell, Elisabeth Ullmann

Publication date: 2 March 2011

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/090777797

zbMATH Keywords

numerical resultsSchur complementpreconditioningmultigridKronecker productlognormal random fieldsaddle point matricesstochastic Galerkin finite element method\(H\)(div) approximationsecond-order elliptic PDEs

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) 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)

Related Items (10)

CBS constants \& their role in error estimation for stochastic Galerkin finite element methods ⋮ Solving Log-Transformed Random Diffusion Problems by Stochastic Galerkin Mixed Finite Element Methods ⋮ Numerical optimal control for problems with random forced SPDE constraints ⋮ A stochastic Galerkin approach to uncertainty quantification in poroelastic media ⋮ A computational study of preconditioning techniques for the stochastic diffusion equation with lognormal coefficient ⋮ Stochastic finite element methods for partial differential equations with random input data ⋮ Strong convergence analysis of iterative solvers for random operator equations ⋮ A Newton--Galerkin Method for Fluid Flow Exhibiting Uncertain Periodic Dynamics ⋮ Parareal Time-Stepping for Limit-Cycle Computation of the Incompressible Navier-Stokes Equations with Uncertain Periodic Dynamics ⋮ Block Preconditioning of Stochastic Galerkin Problems: New Two-sided Guaranteed Spectral Bounds

Uses Software

• HSL_MI20

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