On efficient construction of stochastic moment matrices
Numerical Analysis
2015-09-11 v3
Abstract
We consider the construction of the stochastic moment matrices that appear in the typical elliptic diffusion problem considered in the setting of stochastic Galerkin finite element method (sGFEM). Algorithms for the efficient construction of the stochastic moment matrices are presented for certain combinations of affine/non-affine diffusion coefficients and multivariate polynomial spaces. We report the performance of various standard polynomial spaces for three different non-affine diffusion coefficients in a one-dimensional spatial setting and compare observed Legendre coefficient convergence rates to theoretical results.
Cite
@article{arxiv.1502.07562,
title = {On efficient construction of stochastic moment matrices},
author = {Harri Hakula and Matti Leinonen},
journal= {arXiv preprint arXiv:1502.07562},
year = {2015}
}
Comments
39 pages, 10 figures