Generalized Neumann Expansion and Its Application in Stochastic Finite Element Methods

Table 1

Computation time for 4340 samples (unit: s).

Number of random variables	10	11	16	21	39
Monte Carlo	40.78	43.26	54.02	65.55	107.13
GNE
First order	0.44	0.44	0.48	0.53	0.69
Second order	0.79	0.83	1.05	1.28	2.21
Third order	1.30	1.43	2.29	3.58	13.33
Neumann
First order	26.74	28.96	40.43	52.23	93.90
Second order	28.63	30.88	42.28	53.70	95.22
Third order	30.28	32.57	44.05	55.49	97.08