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arXiv · 2310.14649

Multilevel Scalable Solvers for Stochastic Linear and Nonlinear Problems

Sudhi Sharma·Pierre Jolivet·Victorita Dolean·Abhijit Sarkar
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Abstract

This article discusses the uncertainty quantification (UQ) for time-independent linear and nonlinear partial differential equation (PDE)-based systems with random model parameters carried out using sampling-free intrusive stochastic Galerkin method leveraging multilevel scalable solvers constructed combining two-grid Schwarz method and AMG. High-resolution spatial meshes along with a large number of stochastic expansion terms increase the system size leading to significant memory consumption and computational costs. Domain decomposition (DD)-based parallel scalable solvers are developed to this end for linear and nonlinear stochastic PDEs. A generalized minimum residual (GMRES) iterative solver equipped with a multilevel preconditioner consisting of restricted additive Schwarz (RAS) for the fine grid and algebraic multigrid (AMG) for the coarse grid is constructed to improve scalability. Numerical experiments illustrate the scalabilities of the proposed solver for stochastic linear and nonlinear Poisson problems.

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Sudhi Sharma, Pierre Jolivet, Victorita Dolean, Abhijit Sarkar. 2023-10-23. Multilevel Scalable Solvers for Stochastic Linear and Nonlinear Problems. https://arxiv.org/abs/2310.14649

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