Fourier mode analysis of multigrid methods for partial differential equations with random coefficients

DOI10.1016/j.jcp.2006.12.011zbMath1120.65309OpenAlexW2145461215MaRDI QIDQ886009

Eveline Rosseel, Stefan Vandewalle, Bert Seynaeve, Bart M. Nicolaï

Publication date: 14 June 2007

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/62349

zbMATH Keywords

algorithmconvergencenumerical resultsFourier analysisiterative methodsspectral expansionrandom coefficientsmultigridmulti-level methodspolynomial chaosKarhunen-Loève expansion

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Improved variational image registration model and a fast algorithm for its numerical approximation ⋮ Block triangular preconditioning for stochastic Galerkin method ⋮ A generalized predictive analysis tool for multigrid methods ⋮ Multigrid and sparse-grid schemes for elliptic control problems with random coefficients ⋮ A Fourth-Order Compact Finite Difference Scheme for Higher-Order PDE-Based Image Registration ⋮ On Local Fourier Analysis of Multigrid Methods for PDEs with Jumping and Random Coefficients ⋮ A robust multigrid approach for variational image registration models ⋮ A local Fourier convergence analysis of a multigrid method using symbolic computation ⋮ Application of hierarchical matrices for computing the Karhunen-Loève expansion ⋮ A new variational model for removal of combined additive and multiplicative noise and a fast algorithm for its numerical approximation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• A multigrid solver for two-dimensional stochastic diffusion equations.
• Iterative solution of systems of linear equations arising in the context of stochastic finite elements
• On solving elliptic stochastic partial differential equations
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• A variance propagation algorithm for stochastic heat and mass transfer problems in food processes
• Multi-Level Adaptive Solutions to Boundary-Value Problems
• Rigorous Quantitative Analysis of Multigrid, I. Constant Coefficients Two-Level Cycle with $L_2 $-Norm
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Multigrid Smoothing Factors for Red-Black Gauss–Seidel Relaxation Applied to a Class of Elliptic Operators
• On Red-Black SOR Smoothing in Multigrid
• Solving the stochastic steady-state diffusion problem using multigrid

This page was built for publication: Fourier mode analysis of multigrid methods for partial differential equations with random coefficients