The domain decomposition techniques for the finite element probability computational methods

MaRDI QIDQ2721929zbMATH OpenFDO

Authors Xiaoqi Liu

Publication date 11 July 2001

Published in Systems Science and Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

domain decomposition methodsfinite elementnumerical examplesparallel computationprobability computational methodtransition probability matrix

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Transition functions, generators and resolvents (60J35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Parallel numerical computation (65Y05)

Review text

If the Dirichlet problem for an elliptic partial differential equation is discretized in such a way that its coefficient matrix has all its non-zero off-diagonal entries less than zero, and all row sums equal to zero, then the coefficient matrix can be regarded as a transition probability matrix. This matrix can be used to define random variables whose expected values recover the solution to the original Dirichlet problem, and a numerical method based on computing the expected values is here termed ``the probability computational method. The author notes that the time required to effect the probability computational method depends on the distance of interior points to the boundary. Thus, domain decomposition methods promise the possibility of acceleration as well as implementation on parallel computers. A numerical example is presented.

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• The finite element method: A high‐performing approach for computing the probability of ruin and solving other ruin‐related problems

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