775 research outputs found
Time-parallel iterative solvers for parabolic evolution equations
We present original time-parallel algorithms for the solution of the implicit
Euler discretization of general linear parabolic evolution equations with
time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory
of parabolic problems, we show that the standard nonsymmetric time-global
system can be equivalently reformulated as an original symmetric saddle-point
system that remains inf-sup stable with respect to the same natural parabolic
norms. We then propose and analyse an efficient and readily implementable
parallel-in-time preconditioner to be used with an inexact Uzawa method. The
proposed preconditioner is non-intrusive and easy to implement in practice, and
also features the key theoretical advantages of robust spectral bounds, leading
to convergence rates that are independent of the number of time-steps, final
time, or spatial mesh sizes, and also a theoretical parallel complexity that
grows only logarithmically with respect to the number of time-steps. Numerical
experiments with large-scale parallel computations show the effectiveness of
the method, along with its good weak and strong scaling properties
Robust isogeometric preconditioners for the Stokes system based on the Fast Diagonalization method
In this paper we propose a new class of preconditioners for the isogeometric
discretization of the Stokes system. Their application involves the solution of
a Sylvester-like equation, which can be done efficiently thanks to the Fast
Diagonalization method. These preconditioners are robust with respect to both
the spline degree and mesh size. By incorporating information on the geometry
parametrization and equation coefficients, we maintain efficiency on
non-trivial computational domains and for variable kinematic viscosity. In our
numerical tests we compare to a standard approach, showing that the overall
iterative solver based on our preconditioners is significantly faster.Comment: 31 pages, 4 figure
Fast iterative solvers for convection-diffusion control problems
In this manuscript, we describe effective solvers for the optimal control of stabilized convection-diffusion problems. We employ the local projection stabilization, which we show to give the same matrix system whether the discretize-then-optimize or optimize-then-discretize approach for this problem is used. We then derive two effective preconditioners for this problem, the �first to be used with MINRES and the second to be used with the Bramble-Pasciak Conjugate Gradient method. The key components of both preconditioners are an accurate mass matrix approximation, a good approximation of the Schur complement, and an appropriate multigrid process to enact this latter approximation. We present numerical results to demonstrate that these preconditioners result in convergence in a small number of iterations, which is robust with respect to the mesh size h, and the regularization parameter β, for a range of problems
Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
Interior point methods provide an attractive class of approaches for solving linear, quadratic and nonlinear programming problems, due to their excellent efficiency and wide applicability. In this paper, we consider PDE-constrained optimization problems with bound constraints on the state and control variables, and their representation on the discrete level as quadratic programming problems. To tackle complex problems and achieve high accuracy in the solution, one is required to solve matrix systems of huge scale resulting from Newton iteration, and hence fast and robust methods for these systems are required. We present preconditioned iterative techniques for solving a number of these problems using Krylov subspace methods, considering in what circumstances one may predict rapid convergence of the solvers in theory, as well as the solutions observed from practical computations
Space Decompositions and Solvers for Discontinuous Galerkin Methods
We present a brief overview of the different domain and space decomposition
techniques that enter in developing and analyzing solvers for discontinuous
Galerkin methods. Emphasis is given to the novel and distinct features that
arise when considering DG discretizations over conforming methods. Connections
and differences with the conforming approaches are emphasized.Comment: 2 pages 2 figures no table
Optimal solvers for PDE-Constrained Optimization
Optimization problems with constraints which require the solution of a partial differential equation arise widely in many areas of the sciences and engineering, in particular in problems of design. The solution of such PDE-constrained optimization problems is usually a major computational task. Here we consider simple problems of this type: distributed control problems in which the 2- and 3-dimensional Poisson problem is the PDE. The large dimensional linear systems which result from discretization and which need to be solved are of saddle-point type. We introduce two optimal preconditioners for these systems which lead to convergence of symmetric Krylov subspace iterative methods in a number of iterations which does not increase with the dimension of the discrete problem. These preconditioners are block structured and involve standard multigrid cycles. The optimality of the preconditioned iterative solver is proved theoretically and verified computationally in several test cases. The theoretical proof indicates that these approaches may have much broader applicability for other partial differential equations
On the Singular Neumann Problem in Linear Elasticity
The Neumann problem of linear elasticity is singular with a kernel formed by
the rigid motions of the body. There are several tricks that are commonly used
to obtain a non-singular linear system. However, they often cause reduced
accuracy or lead to poor convergence of the iterative solvers. In this paper,
different well-posed formulations of the problem are studied through
discretization by the finite element method, and preconditioning strategies
based on operator preconditioning are discussed. For each formulation we derive
preconditioners that are independent of the discretization parameter.
Preconditioners that are robust with respect to the first Lam\'e constant are
constructed for the pure displacement formulations, while a preconditioner that
is robust in both Lam\'e constants is constructed for the mixed formulation. It
is shown that, for convergence in the first Sobolev norm, it is crucial to
respect the orthogonality constraint derived from the continuous problem. Based
on this observation a modification to the conjugate gradient method is proposed
that achieves optimal error convergence of the computed solution
Preconditioning of weighted H(div)-norm and applications to numerical simulation of highly heterogeneous media
In this paper we propose and analyze a preconditioner for a system arising
from a finite element approximation of second order elliptic problems
describing processes in highly het- erogeneous media. Our approach uses the
technique of multilevel methods and the recently proposed preconditioner based
on additive Schur complement approximation by J. Kraus (see [8]). The main
results are the design and a theoretical and numerical justification of an
iterative method for such problems that is robust with respect to the contrast
of the media, defined as the ratio between the maximum and minimum values of
the coefficient (related to the permeability/conductivity).Comment: 28 page
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