Block triangular preconditioning for stochastic Galerkin method

Dongwu Wang, Bin Zheng, Long Chen, Guang Lin, Jinchao Xu

Research output: Contribution to journalArticlepeer-review


In this paper, we develop a new block triangular preconditioner for solving partial differential equations with random coefficients. We prove spectral bounds for the preconditioned system. Several numerical examples are provided to demonstrate the efficiency of this preconditioner, especially for stochastic problems with large variance.

Original languageEnglish (US)
Article number114298
JournalJournal of Computational and Applied Mathematics
StatePublished - Oct 1 2022

All Science Journal Classification (ASJC) codes

  • Computational Mathematics
  • Applied Mathematics


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