Block-diagonal preconditioning for spectral stochastic finite-element systems

DOI10.1093/imanum/drn014zbMath1169.65007MaRDI QIDQ3624292

Howard C. Elman, Catherine E. Powell

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

zbMATH Keywords

finite elements; preconditioning; random field; multigrid; fast solvers; stochastic finite elements

Mathematics Subject Classification ID

60G60: Random fields

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

65F35: Numerical computation of matrix norms, conditioning, scaling

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations