Truncation Preconditioners for Stochastic Galerkin Finite Element Discretizations
DOI10.1137/20M1345645zbMath1490.65007arXiv2006.06428MaRDI QIDQ5161738
Daniel Loghin, Rawin Youngnoi, Alexei Bespalov
Publication date: 1 November 2021
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.06428
preconditioningiterative solversKrylov methodsparametric PDEsstochastic Galerkin methodsGauss-Seidel approximation
Probabilistic models, generic numerical methods in probability and statistics (65C20) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Iterative numerical methods for linear systems (65F10) PDEs with randomness, stochastic partial differential equations (35R60) 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)
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