A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem

DOI10.1137/17M1125170zbMath1390.35437arXiv1612.05496OpenAlexW2563429542MaRDI QIDQ5373923

Tengfei Su, Howard C. Elman

Publication date: 6 April 2018

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.05496

zbMATH Keywords

multigridlow-rank approximationstochastic finite element method

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) 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)

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Enhanced alternating energy minimization methods for stochastic Galerkin matrix equations ⋮ On the convergence of Krylov methods with low-rank truncations ⋮ Truncation Preconditioners for Stochastic Galerkin Finite Element Discretizations ⋮ A Low-Rank Solver for the Navier--Stokes Equations with Uncertain Viscosity ⋮ Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations ⋮ Low-Rank Solution Methods for Stochastic Eigenvalue Problems ⋮ A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations. ⋮ Riemannian Multigrid Line Search for Low-Rank Problems

Uses Software

• IFISS

Cites Work

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