Efficient iterative algorithms for the stochastic finite element method with application to acoustic scattering

被引:49
|
作者
Elman, HC [1 ]
Ernst, OG
O'Leary, DP
Stewart, M
机构
[1] Univ Maryland, Dept Comp Sci, College Pk, MD 20742 USA
[2] Univ Maryland, Inst Adv Comp Studies, College Pk, MD 20742 USA
[3] TU Bergakad Freiberg, Dept Math & Comp Sci, D-09596 Freiberg, Germany
[4] Georgia State Univ, Dept Math & Stat, Atlanta, GA 30303 USA
关键词
stochastic; finite element; multiple right-hand side; multigrid; scattering;
D O I
10.1016/j.cma.2004.06.028
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In this study. we describe the algebraic computations required to implement the stochastic finite element method for solving problems in which uncertainty is restricted to right-hand side data coming from forcing functions or boundary conditions. We show that the solution can be represented in a compact outer product form which leads to efficiencies in both work and storage. and we demonstrate that block iterative methods for algebraic systems with multiple fight-hand sides can be used to advantage to compute this solution. We also show how, to generate a variety of statistical quantities from the computed solution. Finally. we examine the behavior of these statistical quantities in one setting derived from a model of acoustic scattering. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码:1037 / 1055
页数:19
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