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Block triangular preconditioning for stochastic Galerkin method

Wang, Dongwu·Zheng, Bin·Chen, Long·Lin, Guang·Xu, Jinchao
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Abstract

Here, 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.

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97 MATHEMATICS AND COMPUTINGBlock triangular preconditionerMathematicsMultigridPolynomial chaosStochastic Galerkin method

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Wang, Dongwu, Zheng, Bin, Chen, Long, Lin, Guang, Xu, Jinchao. 2022-04-09. Block triangular preconditioning for stochastic Galerkin method. https://doi.org/10.1016/j.cam.2022.114298

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