Block triangular preconditioning for stochastic Galerkin method
نویسندگان
چکیده
In this paper, we develop a new block triangular preconditioner for solving partial differential equations with random coefficients. We prove spectral bounds the preconditioned system. Several numerical examples are provided to demonstrate efficiency of preconditioner, especially stochastic problems large variance.
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2022
ISSN: ['0377-0427', '1879-1778', '0771-050X']
DOI: https://doi.org/10.1016/j.cam.2022.114298