Sum-of-squares of polynomials approach to nonlinear stability of fluid flows: an example of application

With the goal of providing the first example of application of a recently proposed method, thus demonstrating its ability to give results in principle, global stability of a version of the rotating Couette flow is examined. The flow depends on the Reynolds number and a parameter characterising the magnitude of the Coriolis force. By converting the original Navier-Stokes equations to a finite-dimensional uncertain dynamical system using a partial Galerkin expansion, high-degree polynomial Lyapunov functionals were found by sum-of-squares-of-polynomials optimization. It is demonstrated that the proposed method allows obtaining the exact global stability limit for this flow in a range of values of the parameter characterising the Coriolis force. Outside this range a lower bound for the global stability limit was obtained, which is still better than the energy stability limit. In the course of the study several results meaningful in the context of the method used were also obtained. Overall, the results obtained demonstrate the applicability of the recently proposed approach to global stability of the fluid flows. To the best of our knowledge, it is the first case in which global stability of a fluid flow has been proved by a generic method for the value of a Reynolds number greater than that which could be achieved with the energy stability approach

PORTA: A three-dimensional multilevel radiative transfer code for modeling the intensity and polarization of spectral lines with massively parallel computers

The interpretation of the intensity and polarization of the spectral line radiation produced in the atmosphere of the Sun and of other stars requires solving a radiative transfer problem that can be very complex, especially when the main interest lies in modeling the spectral line polarization produced by scattering processes and the Hanle and Zeeman effects. One of the difficulties is that the plasma of a stellar atmosphere can be highly inhomogeneous and dynamic, which implies the need to solve the non-equilibrium problem of the generation and transfer of polarized radiation in realistic three-dimensional (3D) stellar atmospheric models. Here we present PORTA, an efficient multilevel radiative transfer code we have developed for the simulation of the spectral line polarization caused by scattering processes and the Hanle and Zeeman effects in 3D models of stellar atmospheres. The numerical method of solution is based on the non-linear multigrid iterative method and on a novel short-characteristics formal solver of the Stokes-vector transfer equation which uses monotonic B\'ezier interpolation. Therefore, with PORTA the computing time needed to obtain at each spatial grid point the self-consistent values of the atomic density matrix (which quantifies the excitation state of the atomic system) scales linearly with the total number of grid points. Another crucial feature of PORTA is its parallelization strategy, which allows us to speed up the numerical solution of complicated 3D problems by several orders of magnitude with respect to sequential radiative transfer approaches, given its excellent linear scaling with the number of available processors. The PORTA code can also be conveniently applied to solve the simpler 3D radiative transfer problem of unpolarized radiation in multilevel systems.Comment: 15 pages, 15 figures, to appear in Astronomy and Astrophysic

A class of nonsymmetric preconditioners for saddle point problems

For iterative solution of saddle point problems, a nonsymmetric preconditioning is studied which, with respect to the upper-left block of the system matrix, can be seen as a variant of SSOR. An idealized situation where the SSOR is taken with respect to the skew-symmetric part plus the diagonal part of the upper-left block is analyzed in detail. Since action of the preconditioner involves solution of a Schur complement system, an inexact form of the preconditioner can be of interest. This results in an inner-outer iterative process. Numerical experiments with solution of linearized Navier-Stokes equations demonstrate efficiency of the new preconditioner, especially when the left-upper block is far from symmetric

Natural preconditioners for saddle point systems

The solution of quadratic or locally quadratic extremum problems subject to linear(ized) constraints gives rise to linear systems in saddle point form. This is true whether in the continuous or discrete setting, so saddle point systems arising from discretization of partial differential equation problems such as those describing electromagnetic problems or incompressible flow lead to equations with this structure as does, for example, the widely used sequential quadratic programming approach to nonlinear optimization.\ud This article concerns iterative solution methods for these problems and in particular shows how the problem formulation leads to natural preconditioners which guarantee rapid convergence of the relevant iterative methods. These preconditioners are related to the original extremum problem and their effectiveness -- in terms of rapidity of convergence -- is established here via a proof of general bounds on the eigenvalues of the preconditioned saddle point matrix on which iteration convergence depends

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