Abstract
AbstractWe develop a reliable efficient method for computing solutions to the Poisson equation a with randomly perturbed coefficient. We assume the perturbation to be piecewise constant and use a non‐overlapping domain decomposition algorithm, where the domains coincides with regions where the perturbation is constant, to solve the equations. On each sub‐domain we use an truncated Neumann series to approximate the inverse of the local stiffness matrix. By doing so we can solve for all samples simultaneously in a very efficient way. We derive a posteriori error estimates and construct an adaptive algorithm to tune the method parameters automatically. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)
Published Version
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