A Kronecker product preconditioner for stochastic Galerkin finite element discretizations

E Ullmann - SIAM Journal on Scientific Computing, 2010 - SIAM
The discretization of linear partial differential equations with random data by means of the
stochastic Galerkin finite element method results in general in a large coupled linear system …

Hierarchical Schur complement preconditioner for the stochastic Galerkin finite element methods: Dedicated to Professor Ivo Marek on the occasion of his 80th …

B Sousedík, RG Ghanem… - Numerical Linear Algebra …, 2014 - Wiley Online Library
Use of the stochastic Galerkin finite element methods leads to large systems of linear
equations obtained by the discretization of tensor product solution spaces along their spatial …

Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data

OG Ernst, CE Powell, DJ Silvester, E Ullmann - SIAM Journal on Scientific …, 2009 - SIAM
We introduce a stochastic Galerkin mixed formulation of the steady-state diffusion equation
and focus on the efficient iterative solution of the saddle-point systems obtained by …

Efficient iterative solvers for stochastic Galerkin discretizations of log-transformed random diffusion problems

E Ullmann, HC Elman, OG Ernst - SIAM Journal on Scientific Computing, 2012 - SIAM
We consider the numerical solution of a steady-state diffusion problem where the diffusion
coefficient is the exponent of a random field. The standard stochastic Galerkin formulation of …

Low-rank solution of unsteady diffusion equations with stochastic coefficients

P Benner, A Onwunta, M Stoll - SIAM/ASA Journal on Uncertainty …, 2015 - SIAM
We study the solution of linear systems resulting from the discretization of unsteady diffusion
equations with stochastic coefficients. In particular, we focus on those linear systems that are …

[PDF][PDF] A primer on stochastic Galerkin methods

P Constantine - Lecture Notes, 2007 - academia.edu
In the last five years, the scientific computing community has taken great interest in the so-
called stochastic Galerkin schemes (SGS). These schemes are typically used to address the …

Truncated hierarchical preconditioning for the stochastic Galerkin FEM

B Sousedik, R Ghanem - International Journal for Uncertainty …, 2014 - dl.begellhouse.com
Stochastic Galerkin finite element discretizations of partial differential equations with
coefficients characterized by arbitrary distributions lead, in general, to fully block dense …

A stochastic collocation method for elliptic partial differential equations with random input data

I Babuška, F Nobile, R Tempone - SIAM Journal on Numerical Analysis, 2007 - SIAM
In this paper we propose and analyze a stochastic collocation method to solve elliptic partial
differential equations with random coefficients and forcing terms (input data of the model) …

Iterative solvers for the stochastic finite element method

E Rosseel, S Vandewalle - SIAM Journal on Scientific Computing, 2010 - SIAM
This paper presents an overview and comparison of iterative solvers for linear stochastic
partial differential equations (PDEs). A stochastic Galerkin finite element discretization is …

Galerkin finite element approximations of stochastic elliptic partial differential equations

I Babuska, R Tempone, GE Zouraris - SIAM Journal on Numerical Analysis, 2004 - SIAM
We describe and analyze two numerical methods for a linear elliptic problem with stochastic
coefficients and homogeneous Dirichlet boundary conditions. Here the aim of the …