Truncated Hierarchical Preconditioning for the Stochastic Galerkin Fem

@inproceedings{Sousedk2014TruncatedHP,
  title={Truncated Hierarchical Preconditioning for the Stochastic Galerkin Fem},
  author={Bedrich Soused{\'i}k and Roger G. Ghanem},
  year={2014}
}
Stochastic Galerkin finite element discretizations of partial differential equations with coefficients characterized by arbitrary distributions lead, in general, to fully block dense linear systems. We propose two novel strategies for constructing preconditioners for these systems to be used with Krylov subspace iterative solvers. In particular, we present a variation of the hierarchical Schur complement preconditioner, developed recently by the authors, and an adaptation of the symmetric block… CONTINUE READING

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