Adaptive preconditioning of linear stochastic algebraic systems of equations

DOI10.1002/cnm.943zbMath1129.65033OpenAlexW1998637874MaRDI QIDQ5433614

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Publication date: 9 January 2008

Published in: Communications in Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cnm.943

zbMATH Keywords

numerical experimentsMonte Carlo simulationspreconditioned conjugate gradient methodstochastic finite elementslinear elastic problemsadaptive preconditioningstochastic linear algebraic system of equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Classical linear elasticity (74B05) Finite element methods applied to problems in solid mechanics (74S05) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

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• Robust and efficient methods for stochastic finite element analysis using Monte Carlo simulation
• Preconditioning techniques for large linear systems: A survey
• On the discrete dynamic nature of the conjugate gradient method