Block-diagonal preconditioning for spectral stochastic finite-element systems
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Publication:3624292
DOI10.1093/imanum/drn014zbMath1169.65007OpenAlexW2102031020MaRDI QIDQ3624292
Catherine E. Powell, Howard C. Elman
Publication date: 29 April 2009
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drn014
Random fields (60G60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical computation of matrix norms, conditioning, scaling (65F35) 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)
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