On the eigenvalues of the saddle point matrices discretized from Navier–Stokes equations

Numerical Algorithms - Tập 79 - Trang 41-64 - 2017
Na Huang1,2, Chang-Feng Ma1
1College of Mathematics and Informatics, Fujian Key Laboratory of Mathematical Analysis and Applications, Fujian Normal University, Fuzhou, China
2LSEC, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China

Tóm tắt

In this paper, we study the spectral distributions of the saddle point matrices arising from the discretization and linearization of the Navier–Stokes equations, where the (1,1) block is nonsymmetric positive definite. In this paper, we derive the lower and upper bounds of the real and imaginary parts of all the eigenvalues of the saddle point matrices. We then propose a new class of block triangle preconditioners for solving the saddle point problems, and analyze the spectral properties of the preconditioned systems. Some numerical experiments with the preconditioned restarted generalized minimal residual method are reported to demonstrate the effectiveness and feasibility of these block triangle preconditioners.

Tài liệu tham khảo

Axelsson, O.: Unified analysis of preconditioning methods for saddle point matrices. Numer. Linear Algebra Appl. 22, 233–253 (2015) Axelsson, O., Neytcheva, M.G.: Eigenvalue estimates for preconditioned saddle point matrices. Numer. Linear Algebra Appl. 13, 339–360 (2006) Bai, Z.-Z.: Eigenvalue estimates for saddle point matrices of Hermitian and indefinite leading blocks. J. Comput. Appl. Math. 237, 295–306 (2013) Bergamaschi, L.: On eigenvalue distribution of constraint-preconditioned symmetric saddle point matrices. Numer. Linear Algebra Appl. 19, 754–772 (2012) Bell, J.B., Colella, P., Glaz, H.M.: A second-order projection method for the incompressible Navier–Stokes equations. J. Comput. Phys. 85, 257–283 (1989) Brown, D.L., Cortez, R., Minion, M.L.: Accurate projection methods for the incompressible Navier–Stokes equations. J. Comput. Phys. 168, 464–499 (2001) Benzi, M., Guo, X.-P.: A dimensional split preconditioner for Stokes and linearized Navier–Stokes equations. Appl. Numer. Math. 61, 66–76 (2011) Benzi, M., Golub, G.H.: A preconditioner for generalized saddle point problems. SIAM J. Matrix Anal. Appl. 26, 20–41 (2004) Bai, Z.-Z., Golub, G.H., Lu, L.-Z., Yin, J.-F.: Block triangular and skew-Hermitian splitting methods for positive-definite linear systems. SIAM J. Sci. Comput. 26, 844–863 (2005) Brooks, A.N., Hughes, T.J.R.: Streamline upwind/Petrov-Galerkin formulations for convection dominated flows with particular emphasis on the incompressible Navier–Stokes equations. Comput. Methods Appl. Mech. Engrg. 32, 199–259 (1982) Bai, Z.-Z., Ng, M.K.: On inexact preconditioners for nonsymmetric matrices. SIAM J. Sci. Comput. 26, 1710–1724 (2005) Benzi, M., Ng, M., Niu, Q., Wang, Z.: A relaxed dimensional factorization preconditioner for the incompressible Navier–Stokes equations. J. Comput. Phys. 230, 6185–6202 (2011) Bai, Z.-Z., Ng, M.K., Wang, Z.: Constraint preconditioners for symmetric indefinite matrices. SIAM J. Matrix Anal. Appl. 31, 410–433 (2009) Benzi, M., Olshanskii, M.A.: Field-of-values convergence analysis of augmented Lagrangian preconditioners for the linearized Navier–Stokes problem. SIAM J. Numer. Anal. 49, 770–788 (2011) Benzi, M., Olshanskii, M.A., Wang, Z.: Modified augmented Lagrangian preconditioners for the incompressible Navier–Stokes equations. Internat J. Numer. Methods Fluids 66, 486–508 (2011) Benzi, M., Simoncini, V.: On the eigenvalues of a class of saddle point matrices. Numer. Math. 103, 173–196 (2006) Benzi, M., Wang, Z.: A parallel implementation of the modified augmented Lagrangian preconditioner for the incompressible Navier–Stokes equations. Numer. Algorithms 64, 73–84 (2013) Cao, Y., Dong, J.-L., Wang, Y.-M.: A relaxed deteriorated PSS preconditioner for nonsymmetric saddle point problems from the steady Navier–Stokes equation. J. Comput. Appl. Math. 273, 41–60 (2015) Dohrmann, C.R., Lehoucq, R.B.: A primal-based penalty preconditioner for elliptic saddle point systems. SIAM J. Numer. Anal. 44, 270–282 (2006) Elman, H.C.: Preconditioning for the steady-state Navier–Stokes equations with low viscosity. SIAM J. Sci. Comput. 20, 1299–1316 (1999) Elman, H.C., Loghin, D., Wathen, A.J.: Preconditioning techniques for Newton’s method for the incompressible Navier–Stokes equations. BIT Numer. Math. 43, 961–974 (2003) Elman, H.C., Ramage, A., Silvester, D.J.: Algorithm 866: IFISS, a MATLAB toolbox for modelling incompressible flow. ACM Trans. Math. Softw. 33, 1–18 (2007) Elman, H., Silvester, D.: Fast nonsymmetric iterations and preconditioning for Navier–Stokes equations. SIAM J. Sci. Comput. 17, 33–46 (1996) 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, 665–688 (2002) Franca, L.P., Frey, S.L.: Stabilized finite element methods: II. The incompressible Navier–Stokes equations. Comput. Methods Appl. Mech. Eng. 99, 209–233 (1992) Gould, N.I.M., Simoncini, V.: Spectral analysis of saddle point matrices with indefinite leading blocks. SIAM J. Matrix Anal. Appl. 31, 1152–1171 (2009) Huang, N., Ma, C.-F., Xie, Y.-J.: An inexact relaxed DPSS, Preconditioner for saddle point problem. Appl. Math. Comput. 265, 431–447 (2015) Kay, D., Loghin, D., Wathen, A.: A preconditioner for the steady-state Navier–Stokes equations. SIAM J. Sci. Comput. 24, 237–256 (2002) Klawonn, A., Starke, G.: Block triangular preconditioners for nonsymmetric saddle point problems: Field-of-value analysis. Numer. Math. 81, 577–594 (1999) Krendl, W., Simoncini, V., Zulehner, W.: Stability estimates and structural spectral properties of saddle point problems. Numer. Math. 124, 183–213 (2013) Loghin, D., Wathen, A.J.: Analysis of preconditioners for saddle point problems. SIAM J. Sci. Comput. 25, 2029–2049 (2004) Min, C.-H., Gibou, F.: A second order accurate projection method for the incompressible Navier–Stokes equations on non-graded adaptive grids. J. Comput. Phys. 219, 912–929 (2006) Prohl, A.: Projection and quasi-compressibility methods for solving the incompressible Navier–Stokes equations, Adv. Numer. Math. B.G Teubner, Stuttgart (1997) Pan, J.-Y., Ng, M.K., Bai, Z.-Z.: New preconditioners for saddle point problems. Appl. Math. Comput. 172, 762–771 (2006) Persson, P.O., Peraire, J.: Newton-GMRES preconditioning for discontinuous Galerkin discretizations of the Navier–Stokes equations. SIAM J. Sci. Comput. 30, 2709–2733 (2008) 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) Shen, S.-Q., Jian, L., Bao, W.-D., Huang, T.-Z.: On the eigenvalue distribution of preconditioned nonsymmetric saddle point matrices. Numer. Linear Algebra Appl. 21, 557–568 (2014) Silvester, D., Wathen, A.: Fast iterative solution of stabilised Stokes systems, Part II: Using general block preconditioners. SIAM J. Numer. Anal. 31, 1352–1367 (1994) Tau, E.Y.: A second-order projection method for the incompressible Navier–Stokes equations in arbitrary domains. J. Comput. Phys. 115, 147–152 (1994) Wathen, A.J.: Preconditioning. Acta Numerica 24, 329–376 (2015) Zhang, J.-L., Gu, C.-Q., Zhang, K.: A relaxed positive-definite and skew-Hermitian splitting preconditioner for saddle point problems. Appl. Math Comput. 249, 468–479 (2014)