A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations

@article{Ullmann2010AKP,
  title={A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations},
  author={Elisabeth Ullmann},
  journal={SIAM J. Scientific Computing},
  year={2010},
  volume={32},
  pages={923-946}
}
The discretization of linear partial differential equations with random data by means of the stochastic Galerkin finite element method results in general in a large coupled linear of system of equations. Using the stochastic diffusion equation as a model problem, we introduce and study a symmetric positive definite Kronecker product preconditioner for the Galerkin matrix. We compare the popular mean-based preconditioner with the proposed preconditioner which – in contrast to the mean-based… CONTINUE READING

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