Algebraic multigrid for stationary and time‐dependent partial differential equations with stochastic coefficients

DOI10.1002/nla.568zbMath1212.65019OpenAlexW2155971000MaRDI QIDQ3588903

Stefan Vandewalle, Eveline Rosseel, Tim J. Boonen

Publication date: 10 September 2010

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/156332

zbMATH Keywords

convergence numerical examples random coefficients algebraic multigrid Galerkin projection polynomial chaos stochastic finite element method Karhunen-Loève expansion implicit Runge-Kutta time discretization

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

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Cites Work

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