This package implements the stochastic Galerkin finite element method for certain two dimensional model problems involving KLE of stochastic coefficients. The rather huge systems have a tensorized structure and are solved by iterative solvers. A posteriori error estimators steer the spatial and stochastic refinement.
The spatial discretization is based on the finite element package ExtendableFEM.jl/ExtendableFEMBase.jl
scripts/poisson.jl
: Adaptive stochastic Galerkin FEM for the Poisson problem with stochastic diffusion coefficient