Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems

DOI10.1137/17M1110729zbMath1388.35232arXiv1701.01492OpenAlexW2962884125MaRDI QIDQ4636377

Kookjin Lee, Howard C. Elman, Kevin T. Carlberg

Publication date: 19 April 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.01492

zbMATH Keywords

spectral projectionresidual minimizationstochastic Galerkinleast-squares Petrov-Galerkin projection

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Least squares and related methods for stochastic control systems (93E24) 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)

Related Items

Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations, An Evolve-Filter-Relax Stabilized Reduced Order Stochastic Collocation Method for the Time-Dependent Navier--Stokes Equations

Uses Software

• IFISS
• quadgk
• quadva

Cites Work

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