65F10 Iterative methods for linear systems [See also 65N22]
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Keywords
- AMLI method (2)
- GMRES (2)
- Krylov subspace methods (2)
- MINRES (2)
- algebraic multigrid methods (2)
- deflation (2)
- Algebraic multi-level methods (1)
- Algebraic multilevel methods (1)
- CG (1)
- Ginzburg-Landau equations (1)
Recent research has shown that
in some practically relevant situations like multi-physics flows[11]
divergence-free mixed finite elements may have a significantly
smaller discretization error than standard non-divergence-free
mixed finite elements. In order to judge the overall performance of
divergence-free mixed finite elements, we
investigate linear solvers for the saddle point linear systems arising in $((P_k)^d,P_{k-1}^{disc})$ Scott-Vogelius finite element implementations of the incompressible Navier-Stokes equations. We investigate both direct and iterative solver methods.
Due to discontinuous pressure elements in the case of Scott-Vogelius elements, considerably more solver strategies seem to deliver promising results than in the case of standard mixed finite elements like
Taylor-Hood elements. For direct methods, we extend recent preliminary work using sparse banded solvers on the penalty method formulation to finer meshes, and discuss extensions. For iterative methods, we test augmented Lagrangian and H-LU preconditioners with GMRES, on both full and statically condensed systems.
Several numerical experiments are provided that show these classes of solvers are well suited for use with Scott-Vogelius elements, and could deliver an interesting overall performance in several applications.
The authors propose a recycling MINRES scheme for a solution of subsequent self-adjoint linear systems as appearing, for example, in the Newton process for solving nonlinear equations. Ritz vectors are automatically extracted from one MINRES run and then used for self-adjoint deflation in the next. The method is designed to work with a preconditioner and arbitrary inner products. Numerical experiments with nonlinear Schrödinger equations indicate a substantial decrease in computation time when recycling is used.
Analysis of the second phase of the GMRES convergence for a convection-diffusion model problem
(2012)
It is well konwn that GMRES applied to linear algebraic systems arising from a convection-diffusion model problem that has been discretized by the streamline upwind Petrov-Galerkin (SUPG) method, typically displays two distinct phases of convergence: a slow initial phase followed by a convergence acceleration in the second phase. This paper complements the known results on the length of the initial phase by analyzing how the acceleration in the second phase of convergence is related to the mesh Peclet number and the choice of the stabilization parameter in the SUPG discretization. The analysis is based on some new expressions and bounds for the GMRES residuals, which can be of general interest.
Deflated and augmented Krylov subspace methods: Basic Facts and a Breakdown-free deflated MINRES
(2011)
In this paper we consider deflation and augmentation techniques for accelerating
the convergence of Krylov subspace methods for the solution of nonsingular linear
algebraic systems. The two techniques are conceptually different from
preconditioning. Deflation "removes" certain parts from the operator, while
augmentation adds a subspace to the Krylov subspace. Both approaches have been
used in a variety of methods and settings. For Krylov subspace methods that
satisfy a (Petrov-) Galerkin condition we show that augmentation can in general
be achieved implicitly by projecting the residuals appropriately and correcting
the approximate solutions in a final step. In this context, we analyze known
methods to deflate CG, GMRes and MinRes. Our analysis reveals that the recently
proposed RMinRes method can break down. We show how such breakdowns can be
avoided by choosing a special initial guess, and we derive a breakdown-free
deflated MinRes method. In numerical experiments we study the properties of
different variants of MinRes analyzed in this paper.
Here we analyze algebraic multilevel methods applied to non-symmetric M-matrices.
We consider two types of multilevel approximate block factorizations.
The first one is related to the AMLI method.
The second method
is the multiplicative counterpart of the AMLI approach which we call
multiplicative algebraic multilevel method, the MAMLI method. The MAMLI method is closely related to certain geometric
and algebraic multigrid methods like the AMGr method. Although these
multilevel methods work very well
in practice for many problems, there is not that much known about
theoretical convergence
properties for non-symmetric problems.
Here, we establish
convergence results and comparison results between AMLI and MAMLI
multilevel methods
applied to non-symmetric M-matrices.
We establish theoretical comparison results for algebraic multi-level
methods applied
to nonsingular non-symmetric M-matrices.
We consider two types of multi-level approximate block factorizations or AMG methods, the
AMLI and the MAMLI method.
We compare
the spectral radii
of the iteration matrices of these methods. This comparison
shows, that the spectral radius of the MAMLI method is less than or equal to
the spectral radius of the AMLI method.
Moreover, we establish how the quality of the approximations
in the block factorization effects the spectral radii of the
iteration
matrices. We prove comparisons results
for different approximation of the fine grid block as well as for the
used Schur
complement. We also establish a theoretical comparison between the
AMG methods and the classical block Jacobi and block Gauss-Seidel methods.
We apply the general framework developed by John et al. in [15] to
analyze the convergence of multi-level methods for mixed finite element
discretizations of the generalized Stokes problem using the
Scott-Vogelius element. Having in mind that semi-implicit operator
splitting schemes for the Navier-Stokes equations lead to this class of
problems, we take symmetric stabilization operators into account. The use
of the class of Scott-Vogelius elements seems to be promising since
discretely divergence-free functions are pointwise divergence-free.
However, to satisfy the Ladyzhenskaya-Babuska-Brezzi stability
condition, we have to deal in the multi-grid analysis with non-nested
families of meshes which are derived from nested macro element
triangulations.