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Efficient stochastic FEM for flow in heterogeneous porous media. Part 1: random Gaussian conductivity coefficients
Authors:L Traverso  TN Phillips  Y Yang
Affiliation:1. School of Earth and Ocean Sciences, Cardiff University, Cardiff, CF10 3AT, United Kingdom;2. School of Mathematics, Cardiff University, Cardiff, CF24 4AG, United Kingdom
Abstract:This paper is concerned with the development of efficient iterative methods for solving the linear system of equations arising from stochastic FEMs for single‐phase fluid flow in porous media. It is assumed that the conductivity coefficient varies randomly in space according to some given correlation function and is approximated using a truncated Karhunen–Loève expansion. Distinct discretizations of the deterministic and stochastic spaces are required for implementations of the stochastic FEM. In this paper, the deterministic space is discretized using classical finite elements and the stochastic space using a polynomial chaos expansion. The highly structured linear systems which result from this discretization mean that Krylov subspace iterative solvers are extremely effective. The performance of a range of preconditioned iterative methods is investigated and evaluated in terms of robustness with respect to mesh size and variability of the conductivity coefficient. An efficient symmetric block Gauss–Seidel preconditioner is proposed for problems in which the conductivity coefficient has a large standard deviation.The companion paper, herein, referred to as Part 2, considers the situation in which Gaussian random fields are transformed into lognormal ones by projecting the truncated Karhunen–Loève expansion onto a polynomial chaos basis. This results in a stochastic nonlinear problem because the random fields are represented using polynomial chaos containing terms that are generally nonlinear in the random variables. Copyright © 2013 John Wiley & Sons, Ltd.
Keywords:groundwater flow  conductivity coefficient  mixed finite element method  mixed hybrid finite element method  preconditioners  conjugate gradient  MINRES  AMG
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