Iterative Schemes for Probabilistic Domain Decomposition Articles uri icon

publication date

  • August 2023

start page

  • 280

end page

  • 297

International Standard Serial Number (ISSN)

  • 1064-8275

Electronic International Standard Serial Number (EISSN)

  • 1095-7197


  • 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.


  • Mathematics


  • hpc; domain decomposition; nonlinear pde; monte carlo; helmholtz equation