In this paper, we consider using Schur complements to design preconditioners for twofold and block tridiagonal saddle point problems. One type of the preconditioners are based on the nested (or recursive) Schur complement, the other is based on an additive type Schur complement after permuting the original saddle point systems. We analyze different preconditioners incorporating the exact Schur complements. We show that some of them will lead to positively stable preconditioned systems if proper signs are selected in front of the Schur complements. These positive-stable preconditioners outperform other preconditioners if the Schur complements are further approximated inexactly. Numerical experiments for a 3-field formulation of the Biot model are provided to verify our predictions.
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A Computational Study of Preconditioning Techniques for the Stochastic Diffusion Equation with Lognormal Coefficient
We present a computational study of several preconditioning techniques for the GMRES algorithm applied to the stochastic diffusion equation with a lognormal coefficient discretized with the stochastic Galerkin method. The clear block structure of the system matrix arising from this type of discretization motivates the analysis of preconditioners designed according to a field-splitting strategy of the stochastic variables. This approach is inspired by a similar procedure used within the framework of physics based preconditioners for deterministic problems, and its application to stochastic PDEs represents the main novelty of this work. Our numerical investigation highlights the superior properties of the field-split type preconditioners over other existing strategies in terms of computational time and stochastic parameter dependence.
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- Award ID(s):
- 1912902
- PAR ID:
- 10379239
- Date Published:
- Journal Name:
- International journal of numerical analysis and modeling
- Volume:
- 19
- Issue:
- 2-3
- ISSN:
- 1705-5105
- Page Range / eLocation ID:
- 220-236
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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