Some Preconditioning Techniques for Saddle Point Problems

Saddle point problems arise frequently in many applications in science and engineering, including constrained optimization, mixed finite element formulations of partial differential equations, circuit analysis, and so forth. Indeed the formulation of most problems with constraints gives rise to saddle point systems. This paper provides a concise overview of iterative approaches for the solution of such systems which are of particular importance in the context of large scale computation. In particular we describe some of the most useful preconditioning techniques for Krylov subspace solvers applied to saddle point problems, including block and constrained preconditioners.\ud \ud The work of Michele Benzi was supported in part by the National Science Foundation grant DMS-0511336

Block recursive LU preconditioners for the thermally coupled incompressible inductionless MHD problem

The thermally coupled incompressible inductionless magnetohydrodynamics (MHD) problem models the ow of an electrically charged fuid under the in uence of an external electromagnetic eld with thermal coupling. This system of partial di erential equations is strongly coupled and highly nonlinear for real cases of interest. Therefore, fully implicit time integration schemes are very desirable in order to capture the di erent physical scales of the problem at hand. However, solving the multiphysics linear systems of equations resulting from such algorithms is a very challenging task which requires e cient and scalable preconditioners. In this work, a new family of recursive block LU preconditioners is designed and tested for solving the thermally coupled inductionless MHD equations. These preconditioners are obtained after splitting the fully coupled matrix into one-physics problems for every variable (velocity, pressure, current density, electric potential and temperature) that can be optimally solved, e.g., using preconditioned domain decomposition algorithms. The main idea is to arrange the original matrix into an (arbitrary) 2 2 block matrix, and consider a LU preconditioner obtained by approximating the corresponding Schur complement. For every one of the diagonal blocks in the LU preconditioner, if it involves more than one type of unknown, we proceed the same way in a recursive fashion. This approach is stated in an abstract way, and can be straightforwardly applied to other multiphysics problems. Further, we precisely explain a fexible and general software design for the code implementation of this type of preconditioners.Preprin

An Efficient Block Circulant Preconditioner For Simulating Fracture Using Large Fuse Networks

{\it Critical slowing down} associated with the iterative solvers close to the critical point often hinders large-scale numerical simulation of fracture using discrete lattice networks. This paper presents a block circlant preconditioner for iterative solvers for the simulation of progressive fracture in disordered, quasi-brittle materials using large discrete lattice networks. The average computational cost of the present alorithm per iteration is $O(rs log s) + delops$, where the stiffness matrix ${\bf A}$ is partioned into $r$-by-$r$ blocks such that each block is an $s$-by-$s$ matrix, and $delops$ represents the operational count associated with solving a block-diagonal matrix with $r$-by-$r$ dense matrix blocks. This algorithm using the block circulant preconditioner is faster than the Fourier accelerated preconditioned conjugate gradient (PCG) algorithm, and alleviates the {\it critical slowing down} that is especially severe close to the critical point. Numerical results using random resistor networks substantiate the efficiency of the present algorithm.Comment: 16 pages including 2 figure