On solving stochastic collocation systems with algebraic multigrid | Zendy

Andrew D. Gordon | Zendy; C. E. POWELL | Zendy

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On solving stochastic collocation systems with algebraic multigrid

Author(s) -

Andrew D. Gordon,

C. E. POWELL

Publication year - 2011

Publication title -

ima journal of numerical analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 1.672

H-Index - 66

eISSN - 1464-3642

pISSN - 0272-4979

DOI - 10.1093/imanum/drr034

Subject(s) - multigrid method , mathematics , discretization , solver , partial differential equation , collocation (remote sensing) , linear system , finite element method , elliptic partial differential equation , mathematical optimization , mathematical analysis , computer science , machine learning , physics , thermodynamics

Stochastic collocation methods facilitate the numerical solution of partial differential equations (PDEs) with random data and give rise to long sequences of similar linear systems. When elliptic PDEs with random diffusion coefficients are discretized with mixed finite element methods in the physical domain we obtain saddle point systems. These are trivial to solve when considered individually; th...

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