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.
Original language | English (US) |
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Journal | Journal of Computational and Applied Mathematics |
Volume | 412 |
DOIs | |
State | Published - Oct 1 2022 |
Externally published | Yes |
Bibliographical note
Generated from Scopus record by KAUST IRTS on 2023-02-15ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics