Schwarz preconditioners for stochastic elliptic PDEs

DOI10.1016/J.CMA.2013.12.016MaRDI QIDQ459067zbMATH OpenOpenAlexFDO

Authors Waad Subber, Sébastien Loisel

Publication date 8 October 2014

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

Full work available at URL https://doi.org/10.1016/j.cma.2013.12.016

zbMATH Keywords

uncertainty quantificationstochastic PDEspolynomial chaos expansionKarhunen-Loeve expansionspectral stochastic FEMstochastic Galerkin projection

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Recommendations

• Schwarz preconditioner for the stochastic finite element method
• Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
• Preconditioning Stochastic Galerkin Saddle Point Systems
• Preconditioners for solving stochastic boundary integral equations with weakly singular kernels
• Preconditined semilinear stochastic singular and hypersingular integral equations
• Optimized Schwarz-based nonlinear preconditioning for elliptic PDEs
• Hierarchical Schur complement preconditioner for the stochastic Galerkin finite element methods.
• Schwarz methods for a preconditioned WOPSIP method for elliptic problems
• Schwarz preconditioners for the spectral element discretization of the steady Stokes and Navier-Stokes equations

Cites work

• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• scientific article; zbMATH DE number 1313105 (Why is no real title available?)
• scientific article; zbMATH DE number 671790 (Why is no real title available?)
• scientific article; zbMATH DE number 218074 (Why is no real title available?)
• scientific article; zbMATH DE number 949303 (Why is no real title available?)
• scientific article; zbMATH DE number 2113718 (Why is no real title available?)
• A FETI-preconditioned conjugate gradient method for large-scale stochastic finite element problems
• A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• A domain decomposition method of stochastic PDEs: an iterative solution techniques using a two-level scalable preconditioner
• A multigrid solver for two-dimensional stochastic diffusion equations.
• A reduced polynomial chaos expansion method for the stochastic finite element analysis
• A reduced spectral function approach for the stochastic finite element analysis
• A stochastic projection method for fluid flow. I: Basic formulation
• Algebraic multigrid for stationary and time-dependent partial differential equations with stochastic coefficients
• Assessment of collocation and Galerkin approaches to linear diffusion equations with random data
• Block-diagonal preconditioning for spectral stochastic finite-element systems
• Comparative study of projection schemes for stochastic finite element analysis
• Computational aspects of the stochastic finite element method
• Domain decomposition and parallel processing of a finite element model of the shallow water equations
• Domain decomposition methods for the numerical solution of partial differential equations
• Domain decomposition of stochastic PDEs: Theoretical formulations
• Dual-primal domain decomposition method for uncertainty quantification
• Efficient collocational approach for parametric uncertainty analysis
• Fast numerical methods for stochastic computations: a review
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Highly scalable parallel domain decomposition methods with an application to biomechanics
• Iterative Solvers for the Stochastic Finite Element Method
• Iterative solution of systems of linear equations arising in the context of stochastic finite elements
• Modeling uncertainty in flow simulations via generalized polynomial chaos.
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
• Numerical methods for stochastic computations. A spectral method approach.
• Numerical solution of spectral stochastic finite element systems
• On solving elliptic stochastic partial differential equations
• On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data
• Parallel iterative methods for sparse linear systems
• Polynomial Chaos in Stochastic Finite Elements
• Solution of stochastic partial differential equations using Galerkin finite element techniques
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• Solving the stochastic steady-state diffusion problem using multigrid
• Spectral Methods for Uncertainty Quantification
• Stochastic model reduction for chaos representations
• The Mathematical Theory of Finite Element Methods
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics
• Why it is difficult to solve Helmholtz problems with classical iterative methods

Cited in

(15)

• Asynchronous space-time domain decomposition method with localized uncertainty quantification
• Schwarz methods for a preconditioned WOPSIP method for elliptic problems
• Block-diagonal preconditioning for spectral stochastic finite-element systems
• Schwarz preconditioner for the stochastic finite element method
• Efficient algorithms for solving the \(p\)-Laplacian in polynomial time
• Efficient solution for Galerkin-based polynomial chaos expansion systems
• Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
• Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants
• Truncation preconditioners for stochastic Galerkin finite element discretizations
• A computational study of preconditioning techniques for the stochastic diffusion equation with lognormal coefficient
• A FETI-preconditioned conjugate gradient method for large-scale stochastic finite element problems
• An efficient solution for stochastic fractional partial differential equations with additive noise by a meshless method
• Stochastic domain decomposition based on variable-separation method
• A preconditioned recycling GMRES solver for stochastic Helmholtz problems
• Block Preconditioning of Stochastic Galerkin Problems: New Two-sided Guaranteed Spectral Bounds

This page was built for publication: Schwarz preconditioners for stochastic elliptic PDEs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q459067)