Department of Mathematics
Note on coefficient matrices from Stochastic Galerkin methods for random diffusion equations
In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question. © 2010 Elsevier Inc.
Galerkin methods, Matrix properties, Stochastic diffusion equations
Source Publication Title
Journal of Computational Physics
Link to Publisher's Edition
Zhou, T., & Tang, T. (2010). Note on coefficient matrices from Stochastic Galerkin methods for random diffusion equations. Journal of Computational Physics, 229 (22), 8225-8230. https://doi.org/10.1016/j.jcp.2010.07.016