版本

# cat /etc/centos-release
CentOS Linux release 7.4.1708 (Core) 
# 
# 
# yum list installed |grep -i postgresql
postgresql11.x86_64                11.8-1PGDG.rhel7                    @pgdg11
postgresql11-contrib.x86_64        11.8-1PGDG.rhel7                    @pgdg11
postgresql11-debuginfo.x86_64      11.5-1PGDG.rhel7                    @pgdg11
postgresql11-devel.x86_64          11.8-1PGDG.rhel7                    @pgdg11
postgresql11-docs.x86_64           11.8-1PGDG.rhel7                    @pgdg11
postgresql11-libs.x86_64           11.8-1PGDG.rhel7                    @pgdg11
postgresql11-llvmjit.x86_64        11.8-1PGDG.rhel7                    @pgdg11
postgresql11-odbc.x86_64           12.01.0000-1PGDG.rhel7              @pgdg11
postgresql11-plperl.x86_64         11.8-1PGDG.rhel7                    @pgdg11
postgresql11-plpython.x86_64       11.8-1PGDG.rhel7                    @pgdg11
postgresql11-pltcl.x86_64          11.8-1PGDG.rhel7                    @pgdg11
postgresql11-server.x86_64         11.8-1PGDG.rhel7                    @pgdg11
postgresql11-tcl.x86_64            2.4.0-2.rhel7.1                     @pgdg11
postgresql11-test.x86_64           11.8-1PGDG.rhel7                    @pgdg11
# su - postgres
Last login: Wed Jan 15 18:34:12 CST 2020 on pts/0
$
$
$ psql -c "select version();"
                                                 version                                                 
---------------------------------------------------------------------------------------------------------
 PostgreSQL 11.8 on x86_64-pc-linux-gnu, compiled by gcc (GCC) 4.8.5 20150623 (Red Hat 4.8.5-39), 64-bit
(1 row)

ERROR: functions in index expression must be marked IMMUTABLE

# su - postgres
$ psql
postgres=# create table tmp_t0 (
 id   int8 primary key,
 name varchar(100),
 memo varchar(100)
);
postgres=# insert into tmp_t0 select 1,'我','我';
insert into tmp_t0 select 2,'a0','a0';
postgres=# select * from tmp_t0;
 id | name | memo 
----+------+------
  1 | 我   | 我
  2 | a0   | a0
(2 rows)
postgres=# create index concurrently idx_tmp_t0_name_memo_trgm on public.tmp_t0 using btree(concat(name,memo) );
ERROR:  functions in index expression must be marked IMMUTABLE
postgres=# \ef concat
CREATE OR REPLACE FUNCTION pg_catalog.concat(VARIADIC "any")
 RETURNS text
 LANGUAGE internal
 STABLE PARALLEL SAFE
AS $function$text_concat$function$
postgres=# \x
postgres=# \df+ concat
List of functions
-[ RECORD 1 ]-------+-------------------
Schema              | pg_catalog
Name                | concat
Result data type    | text
Argument data types | VARIADIC "any"
Type                | normal
Volatility          | stable
Parallel            | safe
Owner               | postgres
Security            | invoker
Access privileges   | 
Language            | internal
Source code         | text_concat
Description         | concatenate values

可以看到 Volatility=stable

两种方法解决
第一种修改 concat 函数为 IMMUTABLE

postgres=# alter function pg_catalog.concat(VARIADIC "any") IMMUTABLE;
postgres=# create index concurrently idx_tmp_t0_name_memo_trgm on public.tmp_t0 using btree(concat(name,memo) );

第二种新建一个类 concat 函数 concat_immutable 稳定性为 IMMUTABLE

postgres=# CREATE OR REPLACE FUNCTION pg_catalog.concat_immutable(VARIADIC "any")
 RETURNS text
 LANGUAGE internal
 IMMUTABLE PARALLEL SAFE
AS $function$text_concat$function$
;
postgres=# create index concurrently idx_tmp_t0_name_memo_trgm on public.tmp_t0 using btree(concat_immutable(name,memo) );