Iterative Schemes for Probabilistic Domain Decomposition Articles
Overview
published in
publication date
- August 2023
start page
- 280
end page
- 297
Digital Object Identifier (DOI)
full text
International Standard Serial Number (ISSN)
- 1064-8275
Electronic International Standard Serial Number (EISSN)
- 1095-7197
abstract
- Probabilistic domain decomposition (PDD) is an alternative paradigm for solving boundary value problems (BVPs) in parallel with excellent scalability properties, thanks to its reliance on stochastic representations of the BVP. However, there are cases when the latter is less numerically convenient, or unknown. Semilinear elliptic BVPs and the Helmholtz equation are prominent examples of either class. In this paper, we overcome this issue by designing suitable iterative schemes for either problem. These schemes not only retain the desirable properties of PDD but also are optimally suited for pathwise variance reduction, resulting in a systematic, nearly cost-free reduction of the statistical error through the iterations. Numerical tests carried out on the supercomputer Marconi100 are presented.
Classification
subjects
- Mathematics
keywords
- hpc; domain decomposition; nonlinear pde; monte carlo; helmholtz equation