A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem
DOI10.1137/17M1125170zbMath1390.35437arXiv1612.05496MaRDI QIDQ5373923
Publication date: 6 April 2018
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.05496
65N55: Multigrid methods; domain decomposition for boundary value problems involving PDEs
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)
Uses Software