Parallel domain decomposition methods for some
stochastic partial differential equations

Chao Jin
Dept. of Applied Mathematics, University of Colorado
Boulder CO 80309-0526
chao.jin@colorado.edu
Xiao-Chuan Cai, Congming Li

In this talk, we discuss some parallel multilevel Schwarz type domain decomposition preconditioned recycling Krylov subspace method for the numerical solution of some partial differential equations with stochastic uncertainties in the operator. Using a Karhunen-Loeve expansion and a finite element method with double orthogonal polynomial basis, we transform the stochastic problem into a large number of deterministic equations. We will report results obtained from a PETSc based parallel implementation of a recycling Krylov subspace method with a domain decomposition preconditioning