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

DOI10.1016/J.CMA.2020.112948zbMATH Open1442.76065arXiv1906.06785OpenAlexW3009271674MaRDI QIDQ2180469FDOQ2180469

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)

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.

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

Recommendations

• A low-rank solver for the Navier-Stokes equations with uncertain viscosity
• Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data
• Stochastic Galerkin methods for the steady-state Navier-Stokes equations
• Low-rank solution of unsteady diffusion equations with stochastic coefficients
• A Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem

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)

Cites Work

• Title not available (Why is that?)
• Tensor-train decomposition
• Parallel iterative methods for sparse linear systems
• Preconditioning steady-state Navier-Stokes equations with random data
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Stochastic Galerkin matrices
• Spectral Methods for Uncertainty Quantification
• A literature survey of low-rank tensor approximation techniques
• Finite elements and fast iterative solvers. With applications in incompressible fluid dynamics
• Alternating minimal energy methods for linear systems in higher dimensions
• The density-matrix renormalization group
• Analysis of a new space-time parallel multigrid algorithm for parabolic problems
• The alternating linear scheme for tensor optimization in the tensor train format
• Low-rank tensor Krylov subspace methods for parametrized linear systems
• A projection method to solve linear systems in tensor format
• Fast iterative solvers for buoyancy driven flow problems
• Adaptive Time-Stepping for Incompressible Flow Part II: Navier–Stokes Equations
• A Newton method for the resolution of steady stochastic Navier-Stokes equations
• Multilevel preconditioning and low-rank tensor iteration for space-time simultaneous discretizations of parabolic PDEs
• A simple proposal for parallel computation over time of an evolutionary process with implicit time stepping
• TT-GMRES: solution to a linear system in the structured tensor format
• Parallelization in time through tensor-product space-time solvers
• Preconditioning and Iterative Solution of All-at-Once Systems for Evolutionary Partial Differential Equations
• Stochastic Galerkin methods for the steady-state Navier-Stokes equations
• Termination criteria for inexact fixed-point schemes.

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 Low-Rank Multigrid Method for the Stochastic Steady-State Diffusion Problem
• A stochastic Galerkin method with adaptive time-stepping for the Navier-Stokes equations
• A low-rank solver for the Navier-Stokes equations with uncertain viscosity
• Stochastic discontinuous Galerkin methods with low-rank solvers for convection diffusion equations

Uses Software

• IFISS
• TT Toolbox
• GitHub

This page was built for publication: A low-rank solver for the stochastic unsteady Navier-Stokes problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2180469)