Efficient Iterative Algorithms for the Stochastic Finite Element
Method with Application to Acoustic Scattering
Efficient Iterative Algorithms for the Stochastic Finite Element
Method with Application to Acoustic Scattering
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Date
2002-12-19
Authors
Elman, Howard
Ernst, Oliver G.
O'Leary, Dianne P.
Stewart, Michael
Advisor
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Abstract
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 right 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. UMIACS-TR-2002-102