Accepted

Block Triangular Preconditioning for Stochastic Galerkin Method

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

Journal of Computational and Applied Mathematics

Coming soon   Bibtex coming soon

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.