STOCHASTIC GALERKIN MATRICES

被引：51

作者：

Ernst, Oliver G. ^{[1
]}

Ullmann, Elisabeth ^{[1
]}

机构：

[1] Tech Univ Bergakad Freiberg, Inst Numer Math & Optimierung, D-09596 Freiberg, Germany

来源：

SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS | 2010年 / 31卷 / 04期

关键词：

stochastic Galerkin method; stochastic finite elements; orthogonal polynomials; UNCERTAINTY; EQUATIONS; SYSTEMS;

D O I：

10.1137/080742282

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We investigate the structural, spectral, and sparsity properties of Stochastic Galerkin matrices as they 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 cannot be diagonalized in the stochastically linear case.

引用

页码：1848 / 1872

页数：25

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