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- W2024016211 abstract "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 of equations. Using the stochastic diffusion equation as a model problem, we introduce and study a symmetric positive definite Kronecker product preconditioner for the Galerkin matrix. We compare the popular mean-based preconditioner with the proposed preconditioner which—in contrast to the mean-based construction—makes use of the entire information contained in the Galerkin matrix. We report on results of test problems, where the random diffusion coefficient is given in terms of a truncated Karhunen–Loève expansion or is a lognormal random field." @default.
- W2024016211 created "2016-06-24" @default.
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- W2024016211 date "2010-01-01" @default.
- W2024016211 modified "2023-09-30" @default.
- W2024016211 title "A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations" @default.
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- W2024016211 doi "https://doi.org/10.1137/080742853" @default.
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