메뉴 건너뛰기




Volumn 32, Issue 2, 2010, Pages 923-946

A kronecker product preconditioner for stochastic galerkin finite eleme nt discretizations

Author keywords

Karhunen Lo ve expansion; Kronecker product preconditioner; Lognormal random field; Polynomial chaos expansion; Stochastic Galerkin finite element method

Indexed keywords

CODES (SYMBOLS); FINITE ELEMENT METHOD; GALERKIN METHODS; LINEAR SYSTEMS; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

EID: 77950848558     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/080742853     Document Type: Article
Times cited : (80)

References (28)
  • 2
    • 34548216854 scopus 로고    scopus 로고
    • A stochastic collocation method for elliptic partial differential equations with random input data
    • I. BABUŠKA, F. NOBILE, AND R. TEMPONE, A stochastic collocation method for elliptic partial differential equations with random input data, SIAM J . Numer. Anal., 45 (2007), pp. 1005-1034.
    • (2007) SIAM J . Numer. Anal. , vol.45 , pp. 1005-1034
    • Babuška, I.1    Nobile, F.2    Tempone, R.3
  • 3
    • 13844319204 scopus 로고    scopus 로고
    • Galerkin finite element approximations of stochastic elliptic partial differential equations
    • DOI 10.1137/S0036142902418680
    • I. BABUŠKA, R. TEMPONE, AND G. E. ZoURARIS, Galerkin finite element approximations of stochastic elliptic partial differential equations, SIAM J. Numer. Anal., 42 (2004), pp. 800-825. (Pubitemid 40645215)
    • (2004) SIAM Journal on Numerical Analysis , vol.42 , Issue.2 , pp. 800-825
    • Babuska, I.1    Temponet, R.2    Zouraris, G.E.3
  • 4
    • 13844314882 scopus 로고    scopus 로고
    • Solving elliptic boundary value problems with uncertain coefficients by the finite element method: The stochastic formulation
    • DOI 10.1016/j.cma.2004.02.026, PII S0045782504003949, Computational Methods in Stochastic Mechanics Reliability Analysis
    • I. BABUŠKA, R. TEMPONE, AND G. E. ZoURARIS, Solving elliptic boundary value problems with uncertain coefficients by the finite element method: The stochastic formulation, Comput. Methods Appl. Mech. Engrg., 194 (2005), pp. 1251-1294. (Pubitemid 40262931)
    • (2005) Computer Methods in Applied Mechanics and Engineering , vol.194 , Issue.12-16 , pp. 1251-1294
    • Babuska, I.1    Tempone, R.2    Zouraris, G.E.3
  • 10
    • 67649534729 scopus 로고    scopus 로고
    • Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data
    • O. G. ERNST, C. E. POWELL, D. J. SILVESTER, AND E. UL LMANN, Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data,SIAM J. Sci. Comput., 31 (2009), pp. 1424-1447.
    • (2009) SIAM J. Sci. Comput. , vol.31 , pp. 1424-1447
    • Ernst, O.G.1    Powell, C.E.2    Silvester, D.J.3    Ullmann, E.4
  • 11
    • 10444261986 scopus 로고    scopus 로고
    • Finite elements for elliptic problems with stochastic coefficients
    • P. FRAUENFELDER, C. SCHWAB, AND R. A. TODOR, Finite elements for elliptic problems with stochastic coefficients, Comput. Methods Appl. Mech . Engrg., 194 (2005), pp. 205-228.
    • (2005) Comput. Methods Appl. Mech . Engrg , vol.194 , pp. 205-228
    • Frauenfelder, P.1    Schwab, C.2    Todor, R.A.3
  • 13
    • 0029776146 scopus 로고    scopus 로고
    • Numerical solution of spectral stochastic finite element systems
    • R. G. GHANEM AND R. M. KRUGER, Numerical solution of spectral stochastic finite element systems, Comput. Methods Appl. Mech. Engrg., 129 (1996), pp. 289-303.
    • (1996) Comput. Methods Appl. Mech. Engrg. , vol.129 , pp. 289-303
    • Ghanem, R.G.1    Kruger, R.M.2
  • 14
    • 0000135303 scopus 로고
    • Methods of conjugate gradients for solving linear systems
    • M. R. HESTENES AND E. STIEFEL, Methods of conjugate gradients for solving linear systems, J. Res. Natl. Bur. Stand., 49 (1952), pp. 409-436.
    • (1952) J. Res. Natl. Bur. Stand. , vol.49 , pp. 409-436
    • Hestenes, M.R.1    Stiefel, E.2
  • 15
    • 0004151494 scopus 로고    scopus 로고
    • reprinted paperback ed., Cambridge University Press, Cambridge
    • R. A. HORN AND C. R. JOHNSON, Matrix Analysis, reprinted paperback ed., Cambridge University Press, Cambridge, 1999.
    • (1999) Matrix Analysis
    • Horn, R.A.1    Johnson, C.R.2
  • 16
    • 0003952516 scopus 로고    scopus 로고
    • 7th paperback ed., Cambridge University Press, New York
    • R. A. HORN AND C. R. JOHNSON, Topics in Matrix Ana lysis, 7th paperback ed., Cambridge University Press, New York, 2006.
    • (2006) Topics in Matrix Analysis
    • Horn, R.A.1    Johnson, C.R.2
  • 17
    • 0003876050 scopus 로고    scopus 로고
    • Cambridge Universit y Press, Cambridge
    • S. JANSON, Gaussian Hilbert Spaces, Cambridge Universit y Press, Cambridge, 1997.
    • (1997) Gaussian Hilbert Spaces
    • Janson, S.1
  • 19
    • 0003981320 scopus 로고
    • 4th ed., Springer-Verlag, New York, Heidelberg, Berlin
    • M. LOÈVE, Probability Theory, vol. II, 4th ed., Springer-Verlag, New York, Heidelberg, Berlin, 1978.
    • (1978) Probability Theory , vol.2
    • Loève, M.1
  • 21
    • 13844308726 scopus 로고    scopus 로고
    • Galerkin methods for lin ear and nonlinear elliptic stochastic partial differential equations
    • H. G. MATTHIES AND A. KEESE, Galerkin methods for lin ear and nonlinear elliptic stochastic partial differential equations, Comput. Methods Appl. Mech. Engrg., 194 (2005), pp. 1295-1331.
    • (2005) Comput. Methods Appl. Mech. Engrg. , vol.194 , pp. 1295-1331
    • Matthies, H.G.1    Keese, A.2
  • 23
    • 51249192884 scopus 로고
    • Über die praktische Auflösung von Integralgleichungen mit Anwendungen auf Randwertaufgaben
    • 5th ed., Springer-Verlag, Berlin
    • E. J. NYSTRÖM, Über die praktische Auflösung von Integralgleichungen mit Anwendungen auf Randwertaufgaben, Acta Math., 54 (1930), pp. 185-204.
    • (1930) Acta Math. , vol.54 , pp. 185-204
    • Nyström, E.J.1
  • 24
    • 0342844513 scopus 로고    scopus 로고
    • Iterative solution of linear systems arising in the context of stochastic finite elements
    • M. F. PELLISSETTI AND R. G. GHANEM, Iterative solution of linear systems arising in the context of stochastic finite elements, Adv. Eng. Softw., 31 (2000), pp. 607-616.
    • (2000) Adv. Eng. Softw. , vol.31 , pp. 607-616
    • Pellissetti, M.F.1    Ghanem, R.G.2
  • 25
    • 65249182525 scopus 로고    scopus 로고
    • Block-diagonal preconditioning for spectral stochastic finite-element systems
    • C. E. POWELL AND H. C. ELMAN, Block-diagonal preconditioning for spectral stochastic finite-element systems, IMA J. Numer. Anal., 29 (2009), pp . 350-375.
    • (2009) IMA J. Numer. Anal. , vol.29 , pp. 350-375
    • Powell, C.E.1    Elman, H.C.2
  • 26
    • 77950844424 scopus 로고    scopus 로고
    • Ph.D. thesis, Fakultuät für Mathematik und Informatik, Technische Universituät Bergakademie Freiberg, Freiberg, Germany
    • E. ULLMANN, Solution Strategies for Stochastic Finite Element Discretizations,Ph.D. thesis, Fakultuät für Mathematik und Informatik, Technische Universituät Bergakademie Freiberg, Freiberg, Germany, 2008.
    • (2008) Solution Strategies for Stochastic Finite Element Discretizations
    • Ullmann, E.1
  • 27
    • 0002203498 scopus 로고
    • Approximation with Kronecker products
    • Linear algebra for large scale and real-time applications , M. S. Moonen, G. H . Golub, and B. L. R. de Moor, eds., Kluwer, Dordrecht
    • C. F. VAN LOAN AND N. PlTSIANIS, Approximation with Kronecker products, in Linear algebra for large scale and real-time applications, Proceedings of the NATO Advanced Study Institute, Leuven, Belgium, 1992, M. S. Moonen, G. H . Golub, and B. L. R. de Moor, eds., Kluwer, Dordrecht, 1993, pp. 293-314.
    • (1993) Proceedings of the NATO Advanced Study Institute1992 , pp. 293-314
    • Van Loan, C.F.1    Pltsianis, N.2
  • 28
    • 0037249229 scopus 로고    scopus 로고
    • The Wiener-Askey polynomial chaos for stochastic differential equations
    • D. Xiu AND G. E. KARNIADAKIS, The Wiener-Askey polynomial chaos for stochastic differential equations, SIAM J. Sci. Comput., 24 (2002), pp. 619-644.
    • (2002) SIAM J. Sci. Comput. , vol.24 , pp. 619-644
    • Xiu, D.1    Karniadakis, G.E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.