Efficient Solvers for a Linear Stochastic Galerkin Mixed Formulation of Diffusion Problems with Random
نویسندگان
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.
منابع مشابه
Efficient Solvers for a Linear Stochastic Galerkin Mixed Formulation of Diffusion Problems with Random Data
Abstract. 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 discretisations with two distinct types of stochastic basis functions. So-called mean-based preconditioners, based on fast solvers for scalar diffusion problems, are introduce...
متن کاملSolving log-transformed random diffusion problems by stochastic Galerkin mixed finite element methods
Stochastic Galerkin finite element discretisations of PDEs with stochastically nonlinear coefficients lead to linear systems of equations with block dense matrices. In contrast, stochastic Galerkin finite element discretisations of PDEs with stochastically linear coefficients lead to linear systems of equations with block sparse matrices which are cheaper to manipulate and precondition in the f...
متن کاملEfficient Iterative Solvers for Stochastic Galerkin Discretizations of Log-Transformed Random Diffusion Problems
We consider the numerical solution of a steady-state diffusion problem where the diffusion coefficient is the exponent of a random field. The standard stochastic Galerkin formulation of this problem is computationally demanding because of the nonlinear structure of the uncertain component of it. We consider a reformulated version of this problem as a stochastic convection-diffusion problem with...
متن کاملEfficient stochastic Galerkin methods for random diffusion equations
We discuss in this paper efficient solvers for stochastic diffusion equations in random media. We employ generalized polynomial chaos (gPC) expansion to express the solution in a convergent series and obtain a set of deterministic equations for the expansion coefficients by Galerkin projection. Although the resulting system of diffusion equations are coupled, we show that one can construct fast...
متن کاملDual-Primal Isogeometric Tearing and Interconnecting solvers for multipatch dG-IgA equations
In this paper we consider a variant of the dual-primal isogeometric tearing and interconnecting (IETI-DP) method for solving large-sacle linear systems of algebraic equations arising from discontinuous Galerkin (dG) isogeometric analysis of diffusion problems on multipatch domains with non-matching meshes. The dG formulation is used to couple the local problems across patch interfaces. The purp...
متن کاملذخیره 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 2009