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

Null-space preconditioners for saddle point systems

The null-space method is a technique that has been used for many years to reduce a saddle point system to a smaller, easier to solve, symmetric positive-definite system. This method can be understood as a block factorization of the system. Here we explore the use of preconditioners based on incomplete versions of a particular null-space factorization, and compare their performance with the equivalent Schur-complement based preconditioners. We also describe how to apply the non-symmetric preconditioners proposed using the conjugate gradient method (CG) with a non-standard inner product. This requires an exact solve with the (1,1) block, and the resulting algorithm is applicable in other cases where Bramble-Pasciak CG is used. We verify the efficiency of the newly proposed preconditioners on a number of test cases from a range of applications

Monolithic Multigrid for Magnetohydrodynamics

The magnetohydrodynamics (MHD) equations model a wide range of plasma physics applications and are characterized by a nonlinear system of partial differential equations that strongly couples a charged fluid with the evolution of electromagnetic fields. After discretization and linearization, the resulting system of equations is generally difficult to solve due to the coupling between variables, and the heterogeneous coefficients induced by the linearization process. In this paper, we investigate multigrid preconditioners for this system based on specialized relaxation schemes that properly address the system structure and coupling. Three extensions of Vanka relaxation are proposed and applied to problems with up to 170 million degrees of freedom and fluid and magnetic Reynolds numbers up to 400 for stationary problems and up to 20,000 for time-dependent problems

On the eigenvalues and eigenvectors of block triangular preconditioned block matrices

Block lower triangular matrices and block upper triangular matrices are popular preconditioners for $2\times 2$ block matrices. In this note we show that a block lower triangular preconditioner gives the same spectrum as a block upper triangular preconditioner and that the eigenvectors of the two preconditioned matrices are related

Computational Electromagnetism and Acoustics

It is a moot point to stress the significance of accurate and fast numerical methods for the simulation of electromagnetic fields and sound propagation for modern technology. This has triggered a surge of research in mathematical modeling and numerical analysis aimed to devise and improve methods for computational electromagnetism and acoustics. Numerical techniques for solving the initial boundary value problems underlying both computational electromagnetics and acoustics comprise a wide array of different approaches ranging from integral equation methods to finite differences. Their development faces a few typical challenges: highly oscillatory solutions, control of numerical dispersion, infinite computational domains, ill-conditioned discrete operators, lack of strong ellipticity, hysteresis phenomena, to name only a few. Profound mathematical analysis is indispensable for tackling these issues. Many outstanding contributions at this Oberwolfach conference on Computational Electromagnetism and Acoustics strikingly confirmed the immense recent progress made in the field. To name only a few highlights: there have been breakthroughs in the application and understanding of phase modulation and extraction approaches for the discretization of boundary integral equations at high frequencies. Much has been achieved in the development and analysis of discontinuous Galerkin methods. New insight have been gained into the construction and relationships of absorbing boundary conditions also for periodic media. Considerable progress has been made in the design of stable and space-time adaptive discretization techniques for wave propagation. New ideas have emerged for the fast and robust iterative solution for discrete quasi-static electromagnetic boundary value problems