Implicit Space-Time Domain Decomposition Methods for Stochastic Parabolic Partial Differential Equations

DOI10.1137/12090410XzbMath1292.65002OpenAlexW2032122952MaRDI QIDQ5418045

Xiao-Chuan Cai, Cui Cong, Karl Gustafson

Publication date: 26 May 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/12090410x

zbMATH Keywords

numerical examplesparallel computingstochastic parabolic equationsordering algorithmgeneralized minimal residual (GMRES) methodsgrouping algorithmoverlapping Schwarz methodsrecycling Krylov subspace methodimplicit space-time domain decomposition methodsimplicit stochastic Galerkin method

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Parallel numerical computation (65Y05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Related Items (7)

Parallel two-level space-time hybrid Schwarz method for solving linear parabolic equations ⋮ Convergence Analysis of Two-Level Space-Time Additive Schwarz Method for Parabolic Equations ⋮ Multilevel space-time block diagonal preconditioners for parabolic problems ⋮ Nonlinear parallel-in-time simulations of multiphase flow in porous media ⋮ Convergence analysis of space-time domain decomposition method for parabolic equations ⋮ A-Stable High-Order Block Implicit Methods for Parabolic Equations ⋮ Multilevel Space-Time Additive Schwarz Methods for Parabolic Equations

This page was built for publication: Implicit Space-Time Domain Decomposition Methods for Stochastic Parabolic Partial Differential Equations