Stochastic Galerkin Matrices
نویسندگان
چکیده
منابع مشابه
Stochastic Galerkin Matrices
We investigate the structural, spectral and sparsity properties of Stochastic Galerkin matrices as arise in the discretization of linear differential equations with random coefficient functions. These matrices are characterized as the Galerkin representation of polynomial multiplication operators. In particular, it is shown that the global Galerkin matrix associated with complete polynomials ca...
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In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266–281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coeffi...
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ژورنال
عنوان ژورنال: SIAM Journal on Matrix Analysis and Applications
سال: 2010
ISSN: 0895-4798,1095-7162
DOI: 10.1137/080742282