The Helmholtz equation with uncertainties in the wavenumber (Q6191362)

This work investigates the Helmholtz equation including a random wavenumber. The Helmholtz equation is discretized by using finite differences in space, which leads to a linear system of algebraic equations including random variables. A stochastic Galerkin method yields a deterministic linear system of algebraic equations. The system is solved iteratively with GMRES and two preconditioners: a complex shifted Laplace preconditioner and a mean value preconditioner. Both preconditioners reduce the number of iteration steps as well as the computation time in the numerical experiments.