Randomized and fault-tolerant method of subspace corrections

DOI10.1007/S40687-019-0187-ZMaRDI QIDQ2319625zbMATH OpenOpenAlexWikidataFDO

Authors X. Hu, Jinchao Xu, Ludmil T. Zikatanov

Publication date 20 August 2019

Published in Research in the Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.04504

zbMATH Keywords

randomized methodfault-tolerant methodmethod of subspace corrections

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Iterative numerical methods for linear systems (65F10) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: In this paper, we consider the iterative method of subspace corrections with random ordering. We prove identities for the expected convergence rate, which can provide sharp estimates for the error reduction per iteration. We also study the fault-tolerant feature of the randomized successive subspace correction method by simply rejecting all the corrections when error occurs and show that the results iterative method converges with probability one. Moreover, we also provide sharp estimates on the expected convergence rate for the fault-tolerant, randomized, subspace correction method.

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Cited in

(4)

• Stochastic subspace correction methods and fault tolerance
• Greedy and randomized versions of the multiplicative Schwarz method
• An error-resilient redundant subspace correction method
• ROBUST SUBSPACE CORRECTION METHODS FOR NEARLY SINGULAR SYSTEMS

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