A Bramble-Pasciak conjugate gradient method for discrete Stokes equations with random viscosity
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conjugate gradient methodeigenvaluesiterative solversmixed finite elementsPDEs with random datapreconditioningstochastic GalerkinStokes flow
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Abstract: We study the iterative solution of linear systems of equations arising from stochastic Galerkin finite element discretizations of saddle point problems. We focus on the Stokes model with random data parametrized by uniformly distributed random variables and discuss well-posedness of the variational formulations. We introduce a Bramble-Pasciak conjugate gradient method as a linear solver. It builds on a non-standard inner product associated with a block triangular preconditioner. The block triangular structure enables more sophisticated preconditioners than the block diagonal structure usually applied in MINRES methods. We show how the existence requirements of a conjugate gradient method can be met in our setting. We analyze the performance of the solvers depending on relevant physical and numerical parameters by means of eigenvalue estimates. For this purpose, we derive bounds for the eigenvalues of the relevant preconditioned sub-matrices. We illustrate our findings using the flow in a driven cavity as a numerical test case, where the viscosity is given by a truncated Karhunen-Lo`eve expansion of a random field. In this example, a Bramble-Pasciak conjugate gradient method with block triangular preconditioner outperforms a MINRES method with block diagonal preconditioner in terms of iteration numbers.
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Cited in
(4)- Bramble-Pasciak-type conjugate gradient method for Darcy's equations
- Iterative solvers for stochastic Galerkin discretizations of Stokes flow with random data
- Block Preconditioning of Stochastic Galerkin Problems: New Two-sided Guaranteed Spectral Bounds
- A Bramble-Pasciak conjugate gradient method for discrete Stokes equations with random viscosity
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