Parallel preconditioners and multigrid solvers for stochastic polynomial chaos discretizations of the diffusion equation at the large scale. Issue 1 (19th June 2015)

• Record Type: Journal Article
• Authors: Lee, Barry
• Is Part Of: Numerical linear algebra with applications. Volume 23:Issue 1(2016:Jan.)
• Page Start: 5
• Page End: 36
• Publication Date: 2015-06-19
• Subjects: preconditioner -- multigrid method -- elliptic partial differential equations -- polynomial chaos; Algebras, Linear -- Periodicals; 512.5
• DOI: 10.1002/nla.2000
• Languages: English
• ISSNs: 1070-5325

Abstract

Summary: This paper presents parallel preconditioners and multigrid solvers for solving linear systems of equations arising from stochastic polynomial chaos formulations of the diffusion equation with random coefficients. These preconditioners and solvers are extensions of the preconditioner developed in an earlier paper for strongly coupled systems of elliptic partial differential equations that are norm equivalent to systems that can be factored into an algebraic coupling component and a diagonal differential component. The first preconditioner, which is applied to the norm equivalent system, is obtained by sparsifying the inverse of the algebraic coupling component. This sparsification leads to an efficient method for solving these systems at the large scale, even for problems with large statistical variations in the random coefficients. An extension of this preconditioner leads to stand‐alone multigrid methods that can be applied directly to the actual system rather than to the norm equivalent system. These multigrid methods exploit the algebraic/differential factorization of the norm equivalent systems to produce variable‐decoupled systems on the coarse levels. Moreover, the structure of these methods allows easy software implementation through re‐use of robust high‐performance software such as the Hypre library package. Two‐grid matrix bounds will be established, and numerical results will be given. Copyright © 2015 John Wiley & Sons, Ltd.