Efficient Solvers for a Linear Stochastic Galerkin Mixed Formulation of Diffusion Problems with Random

نویسندگان

  • O. G. ERNST
  • C. E. POWELL
  • D. J. SILVESTER
  • E. ULLMANN
چکیده

We introduce a stochastic Galerkin mixed formulation of the steady-state diffusion equation and focus on the efficient iterative solution of the saddle-point systems obtained by combining standard finite element discretizations with two distinct types of stochastic basis functions. So-called mean-based preconditioners, based on fast solvers for scalar diffusion problems, are introduced for use with the minimum residual method. We derive eigenvalue bounds for the preconditioned system matrices and report on the efficiency of the chosen preconditioning schemes with respect to all the discretization parameters.

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تاریخ انتشار 2009