Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems
نویسندگان
چکیده
منابع مشابه
Stochastic Least-Squares Petrov–Galerkin Method for Parameterized Linear Systems∗
We consider the numerical solution of parameterized linear systems where the system matrix, the solution, and the right-hand side are parameterized by a set of uncertain input parameters. We explore spectral methods in which the solutions are approximated in a chosen finite-dimensional subspace. It has been shown that the stochastic Galerkin projection technique fails to minimize any measure of...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2018
ISSN: 2166-2525
DOI: 10.1137/17m1110729