Stochastic Galerkin Matrices
نویسندگان
چکیده
We investigate the structural, spectral and sparsity properties of Stochastic Galerkin matrices as arise in the discretization of linear differential equations with random coefficient functions. These matrices are characterized as the Galerkin representation of polynomial multiplication operators. In particular, it is shown that the global Galerkin matrix associated with complete polynomials cannot be diagonalized in the stochastically linear case.
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ورودعنوان ژورنال:
- SIAM J. Matrix Analysis Applications
دوره 31 شماره
صفحات -
تاریخ انتشار 2010