Solving discrete zero point problems with vector labeling

AMS classifications: 47H10; 54H25; 55M20; 90C26; 90C33; 91B50;

A fast immersed boundary method for external incompressible viscous flows using lattice Green's functions

A new parallel, computationally efficient immersed boundary method for solving three-dimensional, viscous, incompressible flows on unbounded domains is presented. Immersed surfaces with prescribed motions are generated using the interpolation and regularization operators obtained from the discrete delta function approach of the original (Peskin's) immersed boundary method. Unlike Peskin's method, boundary forces are regarded as Lagrange multipliers that are used to satisfy the no-slip condition. The incompressible Navier-Stokes equations are discretized on an unbounded staggered Cartesian grid and are solved in a finite number of operations using lattice Green's function techniques. These techniques are used to automatically enforce the natural free-space boundary conditions and to implement a novel block-wise adaptive grid that significantly reduces the run-time cost of solutions by limiting operations to grid cells in the immediate vicinity and near-wake region of the immersed surface. These techniques also enable the construction of practical discrete viscous integrating factors that are used in combination with specialized half-explicit Runge-Kutta schemes to accurately and efficiently solve the differential algebraic equations describing the discrete momentum equation, incompressibility constraint, and no-slip constraint. Linear systems of equations resulting from the time integration scheme are efficiently solved using an approximation-free nested projection technique. The algebraic properties of the discrete operators are used to reduce projection steps to simple discrete elliptic problems, e.g. discrete Poisson problems, that are compatible with recent parallel fast multipole methods for difference equations. Numerical experiments on low-aspect-ratio flat plates and spheres at Reynolds numbers up to 3,700 are used to verify the accuracy and physical fidelity of the formulation.Comment: 32 pages, 9 figures; preprint submitted to Journal of Computational Physic

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