Solving the stochastic steady-state diffusion problem using multigrid

DOI10.1093/imanum/drm006zbMath1141.65004OpenAlexW2001789944MaRDI QIDQ5436485

Darran G. Furnival, Howard C. Elman

Publication date: 16 January 2008

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/drm006

zbMATH Keywords

convergencemultigridfinite-elementpolynomial chaosKarhunen-Loève expansionstochastic steady-state diffusion equation

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) 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) Numerical solutions to stochastic differential and integral equations (65C30)

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