Block triangular preconditioning for stochastic Galerkin method
Wang, Dongwu 1Zheng, Bin 1Chen, Long 1Lin, Guang 2Xu, Jinchao3
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作者信息
1. Beijing Univ Technol
2. Purdue Univ
3. Penn State Univ
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Abstract
In this paper, we develop a new block triangular preconditioner for solving partial differential equations with random coefficients. We prove spectral bounds for the preconditioned system. Several numerical examples are provided to demonstrate the efficiency of this preconditioner, especially for stochastic problems with large variance. (c) 2022 Elsevier B.V. All rights reserved.
NSTL
Elsevier