Two-Level Adaptive Algebraic Multigrid for a Sequence of Problems with Slowly Varying Random Coefficients
Delyan Z. Kalchev, C. Ketelsen, Panayot S. Vassilevski · SIAM Journal on Scientific Computing · 2013
This paper proposes an adaptive strategy for reusing a previously constructed coarse space by algebraic multigrid to construct a two-level solver for a problem with nearby characteristics. A main target application is the solution of the linear problems that appear throughout a sequence of Markov chain Monte Carlo simulations of subsurface flow with uncertain permeability field. The efficacy of the method is demonstrated with extensive set of numerical experiments.