Block triangular preconditioning for stochastic Galerkin method

Dongwu Wang, Bin Zheng, Long Chen, Guang Lin, Jinchao Xu

Research output: Contribution to journalArticlepeer-review

Abstract

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.
Original languageEnglish (US)
JournalJournal of Computational and Applied Mathematics
Volume412
DOIs
StatePublished - Oct 1 2022
Externally publishedYes

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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