Solving the stochastic steady-state diffusion problem using multigrid
DOI10.1093/imanum/drm006zbMath1141.65004MaRDI QIDQ5436485
Howard C. Elman, Darran G. Furnival
Publication date: 16 January 2008
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imanum/drm006
convergence; multigrid; finite-element; polynomial chaos; Karhunen-Loève expansion; stochastic steady-state diffusion equation
65N55: Multigrid methods; domain decomposition for boundary value problems involving PDEs
65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs
65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
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
