Solving stochastic collocation systems with algebraic multigrid

DOI10.1007/978-3-642-11795-4_40MaRDI QIDQ3000148zbMATH OpenOpenAlexFDO

Authors Andrew D. Gordon, Catherine E. Powell

Publication date 18 May 2011

Published in Numerical Mathematics and Advanced Applications 2009 (Search for Journal in Brave)

Full work available at URL https://www.research.manchester.ac.uk/portal/en/publications/on-solving-stochastic-collocation-systems-with-algebraic-multigrid(0f4ee96a-d305-47d8-b059-8dee05cf45b3).html

zbMATH Keywords

algebraic multigridelliptic PDEspreconditioningstochastic collocation methodsstochastic steady-state diffusion problem

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) 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) Preconditioners for iterative methods (65F08) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

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Cited in

(5)

• Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
• Simplex-stochastic collocation method with improved scalability
• On solving stochastic collocation systems with algebraic multigrid
• Algebraic multigrid for stationary and time-dependent partial differential equations with stochastic coefficients
• Smoothed aggregation algebraic multigrid for stochastic PDE problems with layered materials.

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