A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations

DOI10.1137/16M1075582zbMath1373.60126arXiv1605.05297MaRDI QIDQ5372656

Howard C. Elman, Kookjin Lee

Publication date: 27 October 2017

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

Full work available at URL: https://arxiv.org/abs/1605.05297

zbMATH Keywords

finite elements; preconditioning; GMRES; algebraic multigrid; low-rank approximation; stochastic Galerkin method; tensor format

Mathematics Subject Classification ID

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

65F10: Iterative numerical methods for linear systems

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)

65F08: Preconditioners for iterative methods

Uses Software

• IFISS
• redbKIT