A Factorization of the Spectral Galerkin System for Parameterized Matrix Equations: Derivation and Applications

DOI10.1137/100799046zbMath1232.65013arXiv1006.3053OpenAlexW2055402603MaRDI QIDQ3116471

Gianluca Iaccarino, Paul G. Constantine, David F. Gleich

Publication date: 23 February 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.3053

zbMATH Keywords

spectral methods\texttt{MATLAB}stochastic Galerkinparameterized systems

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Iterative numerical methods for linear systems (65F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

Solving Log-Transformed Random Diffusion Problems by Stochastic Galerkin Mixed Finite Element Methods ⋮ A Monte Carlo approach to computing stiffness matrices arising in polynomial chaos approximations ⋮ An Optimal Solver for Linear Systems Arising from Stochastic FEM Approximation of Diffusion Equations with Random Coefficients

Uses Software

• Matlab
• ARPACK
• PMPack

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