Block Preconditioning of Stochastic Galerkin Problems: New Two-sided Guaranteed Spectral Bounds

DOI10.1137/19M125902XzbMath1447.65151arXiv1904.13110OpenAlexW2943632668WikidataQ126360154 ScholiaQ126360154MaRDI QIDQ4960984

Marie Kubínová, Ivana Pultarová

Publication date: 24 April 2020

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

Full work available at URL: https://arxiv.org/abs/1904.13110

zbMATH Keywords

preconditioningdiffusion problemstochastic Galerkin methodspectral boundsblock-diagonal preconditioning

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) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Preconditioners for iterative methods (65F08)

Related Items (5)

Properties of the multidimensional finite elements ⋮ Accurate error estimation in CG ⋮ Truncation Preconditioners for Stochastic Galerkin Finite Element Discretizations ⋮ Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations ⋮ A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity

Uses Software

• ALEA
• OPQ

Cites Work

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