Schwarz iteration method for elliptic equation with rough media based on random sampling

10/04/2019

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by   Ke Chen, et al.

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We propose a computationally efficient Schwarz method for elliptic equations with rough media. A random sampling strategy is used to find low-rank approximations of all local solution maps in the offline stage; these maps are used to perform fast Schwarz iterations in the online stage. Numerical examples demonstrate accuracy and robustness of our approach.