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UQ: does it require efficient linear algebra?

Presented by: 
David Silvester University of Manchester
Tuesday 19th June 2018 - 14:00 to 15:00
INI Seminar Room 2
We discuss the key role that bespoke linear algebra plays in modelling PDEs with random coefficients using stochastic Galerkin approximation methods. As a specific example, we consider nearly incompressible linear elasticity problems with an uncertain spatially varying Young's modulus. The uncertainty is modelled with a finite set of parameters with prescribed probability distribution. We introduce a novel three-field mixed variational formulation of the PDE model and focus on the efficient solution of the associated high-dimensional indefinite linear system of equations. Eigenvalue bounds for the preconditioned system are established and shown to be independent of the discretisation parameters and the Poisson ratio. If time permits, we will also discuss the efficient solution of incompressible fluid flow problems with uncertain viscosity. This is joint work with Arbaz Khan and Catherine Powell.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons