Efficient iterative algorithms for the stochastic finite element method with application to acoustic scattering

TitleEfficient iterative algorithms for the stochastic finite element method with application to acoustic scattering
Publication TypeJournal Articles
Year of Publication2005
AuthorsElman H, Ernst OG, O’Leary DP, Stewart M
JournalComputer Methods in Applied Mechanics and Engineering
Volume194
Issue9–11
Pagination1037 - 1055
Date Published2005/03/18/
ISBN Number0045-7825
Keywords01, 28, 60, finite element, multigrid, Multiple right-hand side, Scattering, Stochastic
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.

URLhttp://www.sciencedirect.com/science/article/pii/S0045782504003123
DOI10.1016/j.cma.2004.06.028