Do you want to publish a course? Click here

Truncation preconditioners for stochastic Galerkin finite element discretizations

116   0   0.0 ( 0 )
 Added by Alex Bespalov
 Publication date 2020
and research's language is English




Ask ChatGPT about the research

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.



rate research

Read More

In this paper we design efficient quadrature rules for finite element discretizations of nonlocal diffusion problems with compactly supported kernel functions. Two of the main challenges in nonlocal modeling and simulations are the prohibitive computational cost and the nontrivial implementation of discretization schemes, especially in three-dimensional settings. In this work we circumvent both challenges by introducing a parametrized mollifying function that improves the regularity of the integrand, utilizing an adaptive integration technique, and exploiting parallelization. We first show that the mollified solution converges to the exact one as the mollifying parameter vanishes, then we illustrate the consistency and accuracy of the proposed method on several two- and three-dimensional test cases. Furthermore, we demonstrate the good scaling properties of the parallel implementation of the adaptive algorithm and we compare the proposed method with recently developed techniques for efficient finite element assembly.
For the Hodge--Laplace equation in finite element exterior calculus, we introduce several families of discontinuous Galerkin methods in the extended Galerkin framework. For contractible domains, this framework utilizes seven fields and provides a unifying inf-sup analysis with respect to all discretization and penalty parameters. It is shown that the proposed methods can be hybridized as a reduced two-field formulation.
240 - Guangwei Gao , Shuonan Wu 2021
In the past decade, there are many works on the finite element methods for the fully nonlinear Hamilton--Jacobi--Bellman (HJB) equations with Cordes condition. The linearised systems have large condition numbers, which depend not only on the mesh size, but also on the parameters in the Cordes condition. This paper is concerned with the design and analysis of auxiliary space preconditioners for the linearised systems of $C^0$ finite element discretization of HJB equations [Calcolo, 58, 2021]. Based on the stable decomposition on the auxiliary spaces, we propose both the additive and multiplicative preconditoners which converge uniformly in the sense that the resulting condition number is independent of both the number of degrees of freedom and the parameter $lambda$ in Cordes condition. Numerical experiments are carried out to illustrate the efficiency of the proposed preconditioners.
93 - Yanli Chen , Tie Zhang 2016
We propose a weak Galerkin(WG) finite element method for solving the one-dimensional Burgers equation. Based on a new weak variational form, both semi-discrete and fully-discrete WG finite element schemes are established and analyzed. We prove the existence of the discrete solution and derive the optimal order error estimates in the discrete $H^1$-norm and $L^2$-norm, respectively. Numerical experiments are presented to illustrate our theoretical analysis.
We consider two `Classical Boussinesq type systems modelling two-way propagation of long surface waves in a finite channel with variable bottom topography. Both systems are derived from the 1-d Serre-Green-Naghdi (SGN) system; one of them is valid for stronger bottom variations, and coincides with Peregrines system, and the other is valid for smaller bottom variations. We discretize in the spatial variable simple initial-boundary-value problems (ibvps) for both systems using standard Galerkin-finite element methods and prove $L^2$ error estimates for the ensuing semidiscrete approximations. We couple the schemes with the 4th order-accurate, explicit, classical Runge-Kutta time-stepping procedure and use the resulting fully discrete methods in numerical simulations of dispersive wave propagation over variable bottoms with several kinds of boundary conditions, including absorbing ones. We describe in detail the changes that solitary waves undergo when evolving under each system over a variety of variable-bottom environments. We assess the efficacy of both systems in approximating these flows by comparing the results of their simulations with each other, with simulations of the SGN-system, and with available experimental data from the literature.
comments
Fetching comments Fetching comments
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا