Efficient solution for Galerkin-based polynomial chaos expansion systems

Authors:
H. M. Panayirci
Affiliations:
Chair of Engineering Mechanics, University of Innsbruck, Technikerstr. 13, A-6020 Innsbruck, Austria
Venue:
Advances in Engineering Software
Year:
2010

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Abstract

Iterative solvers and preconditioners are widely used for handling the linear system of equations arising from stochastic finite element method (SFEM) formulations, e.g. galerkin-based polynomial chaos (G-P-C) Expansion method. Especially, Preconditioned Conjugate Gradient (PCG) solver and the Incomplete Cholesky (IC) preconditioner are shown to be adequate choices within this context. In this study, approaches for the automated adjustment of the input parameters for these tools are to be introduced. The proposed algorithms aim to enable the use of the PCG solver and IC preconditioner in a black-box fashion. As a result, the requirement of the expertise for using these tools is removed to a certain extend. Furthermore, these algorithms can be used also for the implementation purposes of SFEM's within general purpose software by increasing the ease of the use of these tools and hence leading to an improved user-comfort.