Learning adaptive coarse spaces of BDDC algorithms for stochastic elliptic problems with oscillatory and high contrast coefficients
Reviewed by Pith T0 review T1 audit T2 compute T3 formal T4 kernel pith:C6Q7MIROrecord.jsonopen to challenge →
read the original abstract
In this paper, we consider the balancing domain decomposition by constraints (BDDC) algorithm with adaptive coarse spaces for a class of stochastic elliptic problems. The key ingredient in the construction of the coarse space is the solutions of local spectral problems, which depend on the coefficient of the PDE. This poses a significant challenge for stochastic coefficients as it is computationally expensive to solve the local spectral problems for every realisation of the coefficient. To tackle this computational burden, we propose a machine learning approach. Our method is based on the use of a deep neural network (DNN) to approximate the relation between the stochastic coefficients and the coarse spaces. For the input of the DNN, we apply the Karhunen-Lo\`eve expansion and use the first few dominant terms in the expansion. The output of the DNN is the resulting coarse space, which is then applied with the standard adaptive BDDC algorithm. We will present some numerical results with oscillatory and high contrast coefficients to show the efficiency and robustness of the proposed scheme.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.