Parallel Domain Decomposition Methods for Stochastic Elliptic Equations

DOI10.1137/060662381zbMath1149.65007MaRDI QIDQ3525957

Congming Li, Xiao-Chuan Cai, Chao Jin

Publication date: 23 September 2008

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/30568b2153b831d62bf0b7017ff575db4a70ccb4

zbMATH Keywords

algorithm; numerical examples; domain decomposition; preconditioning; parallel computation; GMRES method; Karhunen-Loève expansion; parallel scalability; stochastic elliptic equations; recycling Krylov subspace method

Mathematics Subject Classification ID

65N55: Multigrid methods; domain decomposition for boundary value problems involving PDEs

65F10: Iterative numerical methods for linear systems

65F35: Numerical computation of matrix norms, conditioning, scaling

65Y05: Parallel numerical computation

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

A multiscale preconditioner for stochastic mortar mixed finite elements, Domain decomposition methods for linear and semilinear elliptic stochastic partial differential equations, A FETI‐preconditioned conjugate gradient method for large‐scale stochastic finite element problems

Uses Software

• PETSc