Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. Although these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolution in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. Parallel sparse matrix–vector operations are used to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.

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Keywords Balancing domain decomposition by constraints, Coarse grid, Dual–primal finite element tearing and interconnect method, Parallel preconditioner, Polynomial chaos expansion, Schur complement
Persistent URL dx.doi.org/10.1016/j.cma.2017.09.006
Journal Computer Methods in Applied Mechanics and Engineering
Citation
Desai, A. (Ajit), Khalil, M. (Mohammad), Pettit, C. (Chris), Poirel, D. (Dominique), & Sarkar, A. (2018). Scalable domain decomposition solvers for stochastic PDEs in high performance computing. Computer Methods in Applied Mechanics and Engineering, 335, 194–222. doi:10.1016/j.cma.2017.09.006