Solving Stochastic Collocation Systems with Algebraic Multigrid

DOI10.1007/978-3-642-11795-4_40zbMath1216.65007OpenAlexW2126622122MaRDI QIDQ3000148

Catherine E. Powell, Andrew D. Gordon

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

preconditioningalgebraic multigridelliptic PDEsstochastic collocation methodsstochastic steady-state diffusion problem

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Boundary value problems for second-order elliptic equations (35J25) 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)

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