Tensor Structured Iterative Solution of Elliptic Problems with Jumping Coefficients

نویسندگان

  • Sergey Dolgov
  • Boris N. Khoromskij
  • Ivan V. Oseledets
  • Eugene E. Tyrtyshnikov
  • Ivan Oseledets
چکیده

We study separability properties of solutions of elliptic equations with piecewise constant coefficients in R d , d ≥ 2. Besides that, we develop efficient tensor-structured preconditioner for the diffusion equation with variable coefficients. It is based only on rank structured decomposition of the tensor of reciprocal coefficient and on the decomposition of the inverse of the Laplacian operator. It can be applied to full vector with linear-logarithmic complexity in the number of unknowns N. It also allows low-rank tensor representation, which has linear complexity in dimension d, hence, it gets rid of the " curse of dimensionality " and can be used for large values of d. Extensive numerical tests are presented.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs

We investigate the convergence rate of approximations by finite sums of rank-1 tensors of solutions of multi-parametric elliptic PDEs. Such PDEs arise, for example, in the parametric, deterministic reformulation of elliptic PDEs with random field inputs, based for example, on the M -term truncated Karhunen-Loève expansion. Our approach could be regarded as either a class of compressed approxima...

متن کامل

Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients

We consider a one-dimensional second-order elliptic equation with a high-dimensional parameter in a hypercube as a parametric domain. Such a problem arises, for example, from the Karhunen Loève expansion of a stochastic PDE posed in a onedimensional physical domain. For the discretization in the parametric domain we use the collocation on a tensor-product grid. The paper is focused on the tenso...

متن کامل

Hierarchical decomposition of domains with fractures

We consider the efficient and robust numerical solution of elliptic problems with jumping coefficients occurring on a network of thin fractures. We present an iterative solution concept based on a hierarchical separation of the fractures and the surrounding rock matrix. Upper estimates for the convergence rates are independent of the width of the fractures and of the jumps of the coefficients. ...

متن کامل

Tensor-structured methods for parameter dependent and stochastic elliptic PDEs

Modern methods of tensor-product decomposition allow an efficient data-sparse approximation of functions and operators in higher dimensions [5]. The recent quantics-TT (QTT) tensor method allows to represent the multidimensional data with log-volume complexity [1, 2, 3]. We discuss the convergence rate of the Tucker, canonical and QTT stochastic collocation tensor approximations to the solution...

متن کامل

A Finite Element Method for Elliptic Problems with Stochastic Input Data

We compute the expectation and the two-point correlation of the solution to elliptic boundary value problems with stochastic input data. Besides stochastic loadings, via perturbation theory, our approach covers also elliptic problems on stochastic domains or with stochastic coefficients. The solution’s two-point correlation satisfies a hypo-elliptic boundary value problem on the tensor product ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2010