A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations

DOI10.1137/080742853zbMath1210.35306OpenAlexW2024016211MaRDI QIDQ3082545

Elisabeth Ullmann

Publication date: 16 March 2011

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

Full work available at URL: https://semanticscholar.org/paper/8a0beb1ed40ec3f169fba3d65f9ed528dd9be7c6

zbMATH Keywords

lognormal random fieldpolynomial chaos expansionKarhunen-Loève expansionstochastic Galerkin finite element methodKronecker product preconditioner

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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Uses Software

• HSL_MI20