Efficient iterative solvers for stochastic galerkin discretizations of log-transformed random diffusion problems

We consider the numerical solution of a steady-state diffusion problem where the diffusion coefficient is the exponent of a random field. The standard stochastic Galerkin formulation of this problem is computationally demanding because of the nonlinear structure of the uncertain component of it. We consider a reformulated version of this problem as a stochastic convection-diffusion problem with random convective velocity that depends linearly on a fixed number of independent truncated Gaussian random variables. The associated Galerkin matrix is nonsymmetric but sparse and allows for fast matrix-vector multiplications with optimal complexity. We construct and analyze two block-diagonal preconditioners for this Galerkin matrix for use with Krylov subspace methods such as the generalized minimal residual method. We test the efficiency of the proposed preconditioning approaches and compare the iterative solver performance for a model problem posed in both diffusion and convection-diffusion formulations.