BPX-Preconditioning for isogeometric analysis

We consider elliptic PDEs (partial differential equations) in the framework of isogeometric analysis, i.e., we treat the physical domain by means of a B-spline or Nurbs mapping which we assume to be regular. The numerical solution of the PDE is computed by means of tensor product B-splines mapped onto the physical domain. We construct additive multilevel preconditioners and show that they are asymptotically optimal, i.e., the spectral condition number of the resulting preconditioned stiffness matrix is independent of $h$. Together with a nested iteration scheme, this enables an iterative solution scheme of optimal linear complexity. The theoretical results are substantiated by numerical examples in two and three space dimensions

Factorizing the Stochastic Galerkin System

Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix equation whose matrix and right hand side depend on a set of parameters (e.g. a PDE with stochastic inputs semidiscretized in space) and examine the linear system arising from a similar Galerkin approximation of the solution. We derive a useful factorization of this system of equations, which yields bounds on the eigenvalues, clues to preconditioning, and a flexible implementation method for a wide array of problems. We complement this analysis with (i) a numerical study of preconditioners on a standard elliptic PDE test problem and (ii) a fluids application using existing CFD codes; the MATLAB codes used in the numerical studies are available online.Comment: 13 pages, 4 figures, 2 table