Solving the Stochastic Steady-State Diffusion Problem using

dc.contributor.authorElman, Howard
dc.contributor.authorFurnival, Darran
dc.date.accessioned2006-03-30T17:48:39Z
dc.date.available2006-03-30T17:48:39Z
dc.date.issued2006-03-30T17:48:39Z
dc.description.abstractWe study multigrid for solving the stochastic steady-state diffusion problem. We operate under the mild assumption that the diffusion coefficient takes the form of a finite Karhunen-Loeve expansion. The problem is discretized using a finite element methodology using the polynomial chaos method to discretize the stochastic part of the problem. We apply a multigrid algorithm to the stochastic problem in which the spatial discretization is varied from grid to grid while the stochastic discretization is held constant. We then show, theoretically and experimentally, that the convergence rate is independent of the spatial discretization, as in the deterministic case.en
dc.format.extent274934 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/3333
dc.language.isoen_USen
dc.relation.ispartofseriesUM Computer Science Departmenten
dc.relation.ispartofseriesCS-TR-4786en
dc.relation.ispartofseriesUMIACSen
dc.relation.ispartofseriesUMIACS-TR-2006-10en
dc.titleSolving the Stochastic Steady-State Diffusion Problem usingen
dc.typeTechnical Reporten

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