For uncertainty quantification in many practical engineering problems, the stochastic finite element method (SFEM) may be computationally challenging. In SFEM, the size of the algebraic linear system grows rapidly with the spatial mesh resolution and the order of the stochastic dimension. In this paper, we describe a non-overlapping domain decomposition method, namely the iterative substructuring method to tackle the large-scale linear system arising in the SFEM. The SFEM is based on domain decomposition in the geometric space and a polynomial chaos expansion in the probabilistic space. In particular, a two-level scalable preconditioner is proposed for the iterative solver of the interface problem for the stochastic systems. The preconditioner is equipped with a coarse problem which globally connects the subdomains both in the geometric and probabilistic spaces via their corner nodes. This coarse problem propagates the information quickly across the subdomains leading to a scalable preconditioner. For numerical illustrations, a two-dimensional stochastic elliptic partial differential equation (SPDE) with spatially varying non-Gaussian random coefficients is considered. The numerical scalability of the the preconditioner is investigated with respect to the mesh size, subdomain size, fixed problem size per subdomain and order of polynomial chaos expansion. The numerical experiments are performed on a Linux cluster using MPI and PETSc parallel libraries.

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Journal Journal of Physics: Conference Series
Subber, W. (Waad), & Sarkar, A. (2012). Domain decomposition method of stochastic PDEs: A two-level scalable preconditioner. In Journal of Physics: Conference Series (Vol. 341). doi:10.1088/1742-6596/341/1/012033