On solving stochastic collocation systems with algebraic multigrid

DOI10.1093/imanum/drr034zbMath1248.65007OpenAlexW2100880455MaRDI QIDQ2902202

Andrew D. Gordon, Catherine E. Powell

Publication date: 17 August 2012

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2cb5092318dfb48413315a3a1d7e097b1579031e

zbMATH Keywords

numerical examplespreconditioningsparse gridsmixed finite elementsalgebraic multigridRaviart-Thomas elementsstochastic collocation

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Boundary value problems for second-order elliptic equations (35J25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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) Preconditioners for iterative methods (65F08)

Related Items (5)

Accelerating Stochastic Collocation Methods for Partial Differential Equations with Random Input Data ⋮ Efficient Reduced Basis Methods for Saddle Point Problems with Applications in Groundwater Flow ⋮ A comparison of the extrapolated successive overrelaxation and the preconditioned simultaneous displacement methods for augmented linear systems ⋮ Stochastic finite element methods for partial differential equations with random input data ⋮ Preconditioning Parametrized Linear Systems

Uses Software

• HSL_MI20

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