A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem

@article{Elman2018ALM,
  title={A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem},
  author={Howard C. Elman and Tengfei Su},
  journal={SIAM J. Matrix Analysis Applications},
  year={2018},
  volume={39},
  pages={492-509}
}
We study a multigrid method for solving large linear systems of equations with tensor product structure. Such systems are obtained from stochastic finite element discretization of stochastic partial differential equations such as the steady-state diffusion problem with random coefficients. When the variance in the problem is not too large, the solution can… CONTINUE READING