ML-SGFEM User Guide

Abstract

This is a User Guide for the MATLAB toolbox ML-SGFEM. The software can be used to investigate computational issues associated with multilevel stochastic Galerkin finite element approximation for elliptic PDEs with parameter-dependent coefficients. The distinctive feature of the software is the hierarchical a posteriori error estimation strategy it uses to drive the adaptive enrichment of the approximation space at each step. This document contains installation instructions, a brief mathematical description of the methodology, a sample session and a description of the directory structure