A low-rank solver for the stochastic unsteady Navier-Stokes problem

DOI10.1016/J.CMA.2020.112948MaRDI QIDQ2180469zbMATH OpenOpenAlexFDO

Authors Howard C. Elman, Tengfei Su

Publication date 14 May 2020

Published in Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.06785

zbMATH Keywords

stochastic Galerkin methodlow-rank tensor approximationall-at-once systemtime-dependent Navier-Stokes

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Statistical solutions of Navier-Stokes and related equations (76D06) Finite element methods applied to problems in fluid mechanics (76M10) Stochastic analysis applied to problems in fluid mechanics (76M35)

Abstract: We study a low-rank iterative solver for the unsteady Navier-Stokes equations for incompressible flows with a stochastic viscosity. The equations are discretized using the stochastic Galerkin method, and we consider an all-at-once formulation where the algebraic systems at all the time steps are collected and solved simultaneously. The problem is linearized with Picard's method. To efficiently solve the linear systems at each step, we use low-rank tensor representations within the Krylov subspace method, which leads to significant reductions in storage requirements and computational costs. Combined with effective mean-based preconditioners and the idea of inexact solve, we show that only a small number of linear iterations are needed at each Picard step. The proposed algorithm is tested with a model of flow in a two-dimensional symmetric step domain with different settings to demonstrate the computational efficiency.

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Cited in

(7)

• Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data
• Low-rank solutions to the stochastic Helmholtz equation
• A phase-field model and its efficient numerical method for two-phase flows on arbitrarily curved surfaces in 3D space
• A stochastic Galerkin method with adaptive time-stepping for the Navier-Stokes equations
• A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem
• A low-rank solver for the Navier-Stokes equations with uncertain viscosity
• Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations

Describes a project that uses

Uses Software

• GitHub
• TT Toolbox
• IFISS

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