[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
Skip to main content

A Preconditioned Scheme for Nonsymmetric Saddle-Point Problems

  • Chapter
High-Performance Scientific Computing
  • 1952 Accesses

Abstract

In this paper, we present an effective preconditioning technique for solving nonsymmetric saddle-point problems. In particular, we consider those saddle-point problems that arise in the numerical simulation of particulate flows—flow of solid particles in incompressible fluids, using mixed finite element discretization of the Navier–Stokes equations.

These indefinite linear systems are solved using a preconditioned Krylov subspace method with an indefinite preconditioner. This creates an inner–outer iteration, in which the inner iteration is handled via a preconditioned Richardson scheme. We provide an analysis of our approach that relates the convergence properties of the inner to the outer iterations. Also “optimal” approaches are proposed for the implicit construction of the Richardson’s iteration preconditioner. The analysis is validated by numerical experiments that demonstrate the robustness of our scheme, its lack of sensitivity to changes in the fluid–particle system, and its “scalability”.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
£29.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
GBP 19.95
Price includes VAT (United Kingdom)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
GBP 71.50
Price includes VAT (United Kingdom)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
GBP 89.99
Price includes VAT (United Kingdom)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
GBP 89.99
Price includes VAT (United Kingdom)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Arrow, K., Hurwicz, L., Uzawa, H.: Studies in Nonlinear Programming. Stanford University Press, Stanford (1958)

    Google Scholar 

  2. Babuska, I.: The finite element method with Lagrangian multipliers. Numer. Math. 20, 179–192 (1973)

    Article  MathSciNet  MATH  Google Scholar 

  3. Baggag, A.: Linear system solvers in particulate flows. Ph.D. thesis, Department of Computer Science, University of Minnesota (2003)

    Google Scholar 

  4. Baggag, A., Sameh, A.: A nested iterative scheme for indefinite linear systems in particulate flows. Comput. Methods Appl. Mech. Eng. 193, 1923–1957 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  5. Bank, R.E., Dupont, T., Yserentant, H.: The hierarchical basis multigrid method. Numer. Math. 52, 427–458 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  6. Bank, R.E., Welfert, B.D., Yserentant, H.: A class of iterative methods for solving saddle point problems. Numer. Math. 55, 645–666 (1990)

    MathSciNet  Google Scholar 

  7. Barnard, S., Grote, M.: A block version of the SPAI preconditioner. In: Hendrickson, B., Yelick, K., Bishof, C. (eds.) Proceedings of the Ninth SIAM Conference on Parallel Processing for Scientific Computing, March 22–24. SIAM, Philadelphia (1999). CD-ROM

    Google Scholar 

  8. Benzi, M., Golub, G.H.: An iterative method for generalized saddle point problems. SIAM J. Matrix Anal. (2012, to appear)

    Google Scholar 

  9. Braess, D., Sarazin, R.: An efficient smoother for the stokes problem. Appl. Numer. Math. 23, 3–19 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  10. Bramble, J.H., Leyk, Z., Pasciak, J.E.: Iterative schemes for non-symmetric and indefinite elliptic boundary value problems. Math. Comput. 60, 1–22 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  11. Bramble, J.H., Pasciak, J.E.: A preconditioning technique for indefinite systems resulting from mixed approximations of elliptic problems. Math. Comput. 50, 1–18 (1988)

    Article  MathSciNet  MATH  Google Scholar 

  12. Bramble, J.H., Pasciak, J.E.: Iterative techniques for time dependent Stokes problems. Comput. Math. Appl. 33, 13–30 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  13. Bramble, J.H., Pasciak, J.E., Vassilev, A.T.: Analysis of the inexact Uzawa algorithm for saddle point problems. SIAM J. Numer. Anal. 34, 1072–1092 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  14. Bramble, J.H., Pasciak, J.E., Vassilev, A.T.: Uzawa type algorithms for nonsymmetric saddle point problems. Math. Comput. 69, 667–689 (2000)

    MathSciNet  MATH  Google Scholar 

  15. Brezzi, F., Fortin, M.: Mixed and Hybrid Finite Element Methods. Springer, New York (1991). ISBN 3-540-97582-9

    Book  MATH  Google Scholar 

  16. Dyn, N., Ferguson, W.: The numerical solution of equality-constrained quadratic programming problems. Math. Comput. 41, 165–170 (1983)

    MathSciNet  MATH  Google Scholar 

  17. Elman, H., Silvester, D.: Fast nonsymmetric iterations and preconditioning for Navier–Stokes equations. SIAM J. Sci. Comput. 17, 33–46 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  18. Elman, H.C.: Multigrid and Krylov subspace methods for the discrete Stokes equations. Tech. Rep. 3302, Institute for Advanced Computer Studies (1994)

    Google Scholar 

  19. Elman, H.C.: Perturbation of eigenvalues of preconditioned Navier–Stokes operators. SIAM J. Matrix Anal. Appl. 18, 733–751 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  20. Elman, H.C.: Preconditioning for the steady-state Navier–Stokes equations with low viscosity. SIAM J. Sci. Comput. 20, 1299–1316 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  21. Elman, H.C.: Preconditioners for saddle point problems arising in computational fluid dynamics. Appl. Numer. Math. 43, 75–89 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  22. Elman, H.C., Golub, G.H.: Inexact and preconditioned Uzawa algorithms for saddle point problems. SIAM J. Numer. Anal. 31, 1645–1661 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  23. Elman, H.C., Silvester, D.J., Wathen, A.J.: Iterative methods for problems in computational fluid dynamics. In: Chan, R., Chan, T., Golub, G. (eds.) Iterative Methods in Scientific Computing. Springer, Singapore (1997)

    Google Scholar 

  24. Elman, H.C., Silvester, D.J., Wathen, A.J.: Performance and analysis of saddle point preconditioners for the discrete steady-state Navier–Stokes equations. Numer. Math. 90, 641–664 (2002)

    Article  MathSciNet  Google Scholar 

  25. Falk, R.: An analysis of the finite element method using Lagrange multipliers for the stationary Stokes equations. Math. Comput. 30, 241–269 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  26. Falk, R., Osborn, J.: Error estimates for mixed methods. RAIRO. Anal. Numér. 14, 249–277 (1980)

    MathSciNet  MATH  Google Scholar 

  27. Fischer, B., Ramage, A., Silvester, D., Wathen, A.: Minimum residual methods for augmented systems. BIT Numer. Math. 38, 527–543 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  28. Gatica, G.N., Heuer, N.: Conjugate gradient method for dual-dual mixed formulation. Math. Comput. 71, 1455–1472 (2001)

    Article  MathSciNet  Google Scholar 

  29. Girault, V., Raviart, P.: Finite Element Approximation of the Navier–Stokes Equations. Lecture Notes in Math., vol. 749. Springer, New York (1981)

    MATH  Google Scholar 

  30. Glowinski, R., Pan, T.W., Périaux, J.: Distributed Lagrange multiplier methods for incompressible viscous flow around moving rigid bodies. Comput. Methods Appl. Mech. Eng. 151, 181–194 (1998)

    Article  MATH  Google Scholar 

  31. Golub, G., Wathen, A.: An iteration for indefinite systems and its application to the Navier–Stokes equations. SIAM J. Sci. Comput. 19, 530–539 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  32. Golub, G., Wu, X., Yuan, J.Y.: SOR-like methods for augmented systems. BIT Numer. Math. 41, 71–85 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  33. Grote, M., Huckle, T.: Parallel preconditioning with sparse approximate inverses. SIAM J. Sci. Comput. 18, 838–853 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  34. Hu, H.: Direct simulation of flows of solid-liquid mixtures. Int. J. Multiph. Flow 22, 335–352 (1996)

    Article  MATH  Google Scholar 

  35. Johnson, A.A., Tezduyar, T.E.: Simulation of multiple spheres falling in a liquid-filled tube. Comput. Methods Appl. Mech. Eng. 134, 351–373 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  36. Johnson, A.A., Tezduyar, T.E.: 3D simulation of fluid–particle interactions with the number of particles reaching 100. Comput. Methods Appl. Mech. Eng. 145, 301–321 (1997)

    Article  MATH  Google Scholar 

  37. Johnson, A.A., Tezduyar, T.E.: Advanced mesh generation and update methods for 3D flow simulations. Comput. Mech. 23, 130–143 (1999)

    Article  MATH  Google Scholar 

  38. Johnson, A.A., Tezduyar, T.E.: Methods for 3D computation of fluid-object interactions in spatially-periodic flows. Comput. Methods Appl. Mech. Eng. 190, 3201–3221 (2001)

    Article  MATH  Google Scholar 

  39. Keller, C., Gould, N.I.M., Wathen, A.J.: Constraint preconditioning for indefinite linear systems. SIAM J. Matrix Anal. Appl. 21, 1300–1317 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  40. Klawonn, A.: An optimal preconditioner for a class of saddle point problems with a penalty term. SIAM J. Sci. Comput. 19, 540–552 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  41. Klawonn, A., Starke, G.: Block triangular preconditioners for nonsymmetric saddle point problems: Field-of-values analysis. Numer. Math. 81, 577–594 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  42. Knepley, M.: Parallel simulation of the particulate flow problem. Ph.D. thesis, Department of Computer Science, Purdue University (2000)

    Google Scholar 

  43. Knepley, M., Sarin, V., Sameh, A.: Parallel simulation of particulate flows. Appeared in Fifth Intl. Symp. on Solving Irregular Structured Problems in Parallel, IRREGULAR 98, LNCS, No. 1457, pp. 226–237, Springer (1998)

    Google Scholar 

  44. Krzyzanowski, P.: On block preconditioners for nonsymmetric saddle point problems. SIAM J. Sci. Comput. 23, 157–169 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  45. Little, L., Saad, Y.: Block LU preconditioners for symmetric and nonsymmetric saddle point problems. Tech. Rep. 1999-104, Minnesota Supercomputer Institute, University of Minnesota (1999)

    Google Scholar 

  46. Lou, G.: Some new results for solving linear systems arising from computational fluid dynamics problems. Ph.D. thesis, Department of Computer Science, University of Illinois U-C (1992)

    Google Scholar 

  47. Luks̃an, L., Vlc̃ek, J.: Indefinitely preconditioned inexact Newton method for large sparse equality constrained nonlinear programming problems. Numer. Linear Algebra Appl. 5, 219–247 (1998)

    Article  MathSciNet  Google Scholar 

  48. Maury, B.: Characteristics ALE method for the unsteady 3D Navier–Stokes equations with a free surface. Comput. Fluid Dyn. J. 6, 175–188 (1996)

    Article  Google Scholar 

  49. Maury, B.: A many-body lubrication model. C. R. Acad. Sci. Paris 325, 1053–1058 (1997)

    MathSciNet  MATH  Google Scholar 

  50. Maury, B.: Direct simulations of 2D fluid–particle flows in biperiodic domains. J. Comput. Phys. 156, 325–351 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  51. Maury, B., Glowinski, R.: Fluid–particle flow: a symmetric formulation. C. R. Acad. Sci. Paris 324, 1079–1084 (1997)

    MathSciNet  MATH  Google Scholar 

  52. Murphy, M.F., Golub, G.H., Wathen, A.J.: A note on preconditioning for indefinite linear systems. SIAM J. Sci. Comput. 21, 1969–1972 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  53. Ortega, J.M.: Numerical Analysis: a Second Course. Computer Science and Applied Mathematics Series. Academic Press, San Diego (1972)

    Google Scholar 

  54. Perugia, I., Simoncini, V.: An optimal indefinite preconditioner for mixed finite element method. Tech. Rep. 1098, Department of Mathematics, Università de Bologna, Italy (1998)

    Google Scholar 

  55. Perugia, I., Simoncini, V.: Block-diagonal and indefinite symmetric preconditioners for mixed finite element formulations. Numer. Linear Algebra Appl. 7, 585–616 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  56. Queck, W.: The convergence factor of preconditioned algorithms of the Arrow-Hurwicz type. SIAM J. Numer. Anal. 26, 1016–1030 (1989)

    Article  MathSciNet  MATH  Google Scholar 

  57. Rusten, T., Winther, R.: A preconditioned iterative method for saddle point problem. SIAM J. Matrix Anal. Appl. 13, 887–904 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  58. Saad, Y.: A flexible inner–outer preconditioned GMRES algorithm. SIAM J. Sci. Comput. 14, 461–469 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  59. Saad, Y., Schultz, M.: GMRES: A generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  60. Saad, Y., Suchomel, B.: ARMS: an algebraic recursive multilevel solver for general sparse linear systems. Numer. Linear Algebra Appl. 9, 359–378 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  61. Sameh, A., Baggag, A.: Parallelism in iterative linear system solvers. In: Proceedings of the Sixth Japan-US Conference on Flow Simulation and Modeling, April 1, 2002

    Google Scholar 

  62. Sameh, A., Baggag, A., Wang, X.: Parallel nested iterative schemes for indefinite linear systems. In: Mang, H.A., Rammerstorfer, F.G., Eberhardsteiner, J. (eds.) Proceedings of the Fifth World Congress on Computational Mechanics, (WCCM V). Vienna University of Technology, Austria, July 7–12, 2002. ISBN 3-9501554-0-6

    Google Scholar 

  63. Silvester, D., Elman, H., Kay, D., Wathen, A.: Efficient preconditioning of the linearized Navier–Stokes equations for incompressible flow. J. Comput. Appl. Math. 128, 261–279 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  64. Silvester, D., Wathen, A.: Fast iterative solution of stabilized Stokes systems. part II: Using general block preconditioners. SIAM J. Numer. Anal. 31, 1352–1367 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  65. Silvester, D., Wathen, A.: Fast and robust solvers for time-discretized incompressible Navier–Stokes equations. Tech. Rep. 27, Department of Mathematics, University of Manchester (1995)

    Google Scholar 

  66. Simoncini, V., Szyld, D.: Flexible inner–outer Krylov subspace methods. SIAM J. Numer. Anal. 40, 2219–2239 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  67. Simoncini, V., Szyld, D.: Theory of inexact Krylov subspace methods and applications to scientific computing. SIAM J. Sci. Comput. 25, 454–477 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  68. Stewart, G.W.: Introduction to Matrix Computations. Academic Press, San Diego (1973)

    MATH  Google Scholar 

  69. Tezduyar, T.E.: Stabilized finite element formulations for incompressible flow computations. Adv. Appl. Mech. 28, 1–44 (1991)

    Article  MathSciNet  Google Scholar 

  70. Vanderstraeten, D., Knepley, M.: Parallel building blocks for finite element simulations: Application to solid-liquid mixture flows. In: Emerson, D., Ecer, A., Periaux, J., Satofuka, N. (eds.) Proceedings of Parallel CFD’99 Conf.: Recent Developments and Advances Using Parallel Computers, pp. 133–139. Academic Press, Manchester (1997)

    Google Scholar 

  71. Verfürth, R.: A combined conjugate gradient-multigrid algorithm for the numerical solution of the Stokes problem. IMA J. Numer. Anal. 4, 441–455 (1984)

    MathSciNet  MATH  Google Scholar 

  72. Verfürth, R.: A posteriori error estimators for the Stokes equations. Numer. Math. 55, 309–325 (1989)

    Article  MathSciNet  MATH  Google Scholar 

  73. Wathen, A., Silvester, D.: Fast iterative solution of stabilized Stokes systems. part I: Using simple diagonal preconditioners. SIAM J. Numer. Anal. 30, 630–649 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  74. Zulehner, W.: A class of smoothers for saddle point problems. Computer 65, 227–246 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  75. Zulehner, W.: Analysis of iterative methods for saddle point problems: a unified approach. Math. Comput. 71, 479–505 (2001)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

This work has been done in collaboration with Prof. Ahmed Sameh, and the author would like to acknowledge him for his continuous support.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Abdelkader Baggag .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag London Limited

About this chapter

Cite this chapter

Baggag, A. (2012). A Preconditioned Scheme for Nonsymmetric Saddle-Point Problems. In: Berry, M., et al. High-Performance Scientific Computing. Springer, London. https://doi.org/10.1007/978-1-4471-2437-5_11

Download citation

  • DOI: https://doi.org/10.1007/978-1-4471-2437-5_11

  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-2436-8

  • Online ISBN: 978-1-4471-2437-5

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics