论文标题

随机Galerkin有限元离散的截断预处理

Truncation preconditioners for stochastic Galerkin finite element discretizations

论文作者

Bespalov, Alex, Loghin, Daniel, Youngnoi, Rawin

论文摘要

随机Galerkin有限元方法(SGFEM)为传统采样方法提供了一种有效的替代方法,用于具有参数或随机输入的线性椭圆偏微分方程的数值解。但是,为给定问题计算随机盖金近似需要解决线性方程的大耦合系统。因此,有效而定制的迭代求解器是任何SGFEM实施的关键要素。在本文中,我们分析了SGFEM的一类截断预处理。这些预处理扩展了基于均值的预处理的概念,捕获了随机galerkin矩阵的其他重要组成部分。以参数扩散方程为模型问题,并假设扩散系数的仿射参数表示,我们对预处理矩阵进行频谱分析,并建立相对于SGFEM离散化参数的截断预处理器的最佳性。此外,我们报告了系数的仿射和非伴随参数表示模型扩散问题的数值实验结果。特别是,我们查看求解器的效率(就迭代而言,用于求解潜在的线性系统),并将截断前的预处理与其他现有的预处理进行比较,用于随机盖尔金矩阵,例如基于平均值和Kronecker产品。

Stochastic Galerkin finite element method (SGFEM) provides an efficient alternative to traditional sampling methods for the numerical solution of linear elliptic partial differential equations with parametric or random inputs. However, computing stochastic Galerkin approximations for a given problem requires the solution of large coupled systems of linear equations. Therefore, an effective and bespoke iterative solver is a key ingredient of any SGFEM implementation. In this paper, we analyze a class of truncation preconditioners for SGFEM. Extending the idea of the mean-based preconditioner, these preconditioners capture additional significant components of the stochastic Galerkin matrix. Focusing on the parametric diffusion equation as a model problem and assuming affine-parametric representation of the diffusion coefficient, we perform spectral analysis of the preconditioned matrices and establish optimality of truncation preconditioners with respect to SGFEM discretization parameters. Furthermore, we report the results of numerical experiments for model diffusion problems with affine and non-affine parametric representations of the coefficient. In particular, we look at the efficiency of the solver (in terms of iteration counts for solving the underlying linear systems) and compare truncation preconditioners with other existing preconditioners for stochastic Galerkin matrices, such as the mean-based and the Kronecker product ones.

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