We present a computational study of several preconditioning techniques for the GM-RES algorithm applied to the stochastic diffusion equation with a lognormal coefficient discretized with the stochastic Galerkin method. The clear block structure of the system matrix arising from this type of discretization motivates the analysis of preconditioners designed according to a field-splitting strategy of the stochastic variables. This approach is inspired by a similar procedure used within the framework of physics based preconditioners for deterministic problems, and its application to stochastic PDEs represents the main novelty of this work. Our numerical investigation highlights the superior properties of the field-split type preconditioners over other existing strategies in terms of computational time and stochastic parameter dependence.
|Number of pages||17|
|Journal||International Journal of Numerical Analysis and Modeling|
|State||Published - 2022|
- Stochastic diffusion equation
- geometric multigrid
- lognormal coefficient
- stochastic Galerkin method