A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations

DOI10.1137/16M1075582zbMath1373.60126arXiv1605.05297OpenAlexW2963024747MaRDI QIDQ5372656

Kookjin Lee, Howard C. Elman

Publication date: 27 October 2017

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

Full work available at URL: https://arxiv.org/abs/1605.05297

zbMATH Keywords

finite elementspreconditioningGMRESalgebraic multigridlow-rank approximationstochastic Galerkin methodtensor format

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) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Preconditioners for iterative methods (65F08)

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Uses Software

• IFISS
• redbKIT

Cites Work

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