TY - JOUR
T1 - Block triangular preconditioning for stochastic Galerkin method
AU - Wang, Dongwu
AU - Zheng, Bin
AU - Chen, Long
AU - Lin, Guang
AU - Xu, Jinchao
N1 - Generated from Scopus record by KAUST IRTS on 2023-02-15
PY - 2022/10/1
Y1 - 2022/10/1
N2 - In this paper, we develop a new block triangular preconditioner for solving partial differential equations with random coefficients. We prove spectral bounds for the preconditioned system. Several numerical examples are provided to demonstrate the efficiency of this preconditioner, especially for stochastic problems with large variance.
AB - In this paper, we develop a new block triangular preconditioner for solving partial differential equations with random coefficients. We prove spectral bounds for the preconditioned system. Several numerical examples are provided to demonstrate the efficiency of this preconditioner, especially for stochastic problems with large variance.
UR - https://linkinghub.elsevier.com/retrieve/pii/S0377042722001248
UR - http://www.scopus.com/inward/record.url?scp=85128791445&partnerID=8YFLogxK
U2 - 10.1016/j.cam.2022.114298
DO - 10.1016/j.cam.2022.114298
M3 - Article
SN - 0377-0427
VL - 412
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
ER -