David J. Silvester

Finite Elements and Fast Iterative Solvers: With Applications in Incompressible Fluid Dynamics

The intended readership includes graduate students and researchers in engineering, numerical analysis, applied mathematics and interdisciplinary scientific computing. The publisher describes the book as follows: * An excellent introduction to finite elements, iterative linear solvers and scientific computing * Contains theoretical problems and practical exercises * All methods and examples use freely available software * Focuses on theory and computation, not theory for computation * Describes approximation methods and numerical linear algebra

Fast iterative solution of stabilised Stokes systems part II: using general block preconditioners

Mixed finite element approximation of the classical Stokes problem describing slow viscous incompressible flow gives rise to symmetric indefinite systems for the discrete velocity and pressure variables. Iterative solution of such indefinite systems is feasible and is an attractive approach for large problems. Part I of this work described a conjugate gradient-like method (the method of preconditioned conjugate residuals) which is applicable to symmetric indefinite problems [A. J. Wathen and D. J. Silvester, SIAM J. Numer. Anal., 30 (1993), pp. 630–649]. Using simple arguments, estimates for the eigenvalue distribution of the discrete Stokes operator on which the convergence rate of the iteration depends are easily derived. Part I discussed the important case of diagonal preconditioning (scaling). This paper considers the more general class of block preconditioners, where the partitioning into blocks corresponds to the natural partitioning into the velocity and pressure variables. It is shown that, provid...

Fast nonsymmetric iterations and preconditioning for Navier-Stokes equations

Discretization and linearization of the steady–state Navier-Stokes equations gives rise to a nonsymmetric indefinite linear system of equations. In this paper, we introduce preconditioning techniques for such systems with the property that the eigenvalues of the preconditioned matrices are bounded independently of the mesh size used in the discretization. We confirm and supplement these analytic results with a series of numerical experiments indicating that Krylov subspace iterative methods for nonsymmetric systems display rates of convergence that are independent of the mesh parameter. In addition, we show that preconditioning costs can be kept small by using iterative methods for some intermediate steps performed by the preconditioner.

Performance and analysis of saddle point preconditioners for the discrete steady-state Navier-Stokes equations

Summary. We examine the convergence characteristics of iterative methods based on a new preconditioning operator for solving the linear systems arising from discretization and linearization of the steady-state Navier-Stokes equations. With a combination of analytic and empirical results, we study the effects of fundamental parameters on convergence. We demonstrate that the preconditioned problem has an eigenvalue distribution consisting of a tightly clustered set together with a small number of outliers. The structure of these distributions is independent of the discretization mesh size, but the cardinality of the set of outliers increases slowly as the viscosity becomes smaller. These characteristics are directly correlated with the convergence properties of iterative solvers.

Fast iterative solution of stabilised Stokes systems, part I: using simple diagonal preconditioners

Mixed finite element approximation of the classical Stokes problem describing slow viscous incompressible flow gives rise to symmetric indefinite systems for the discrete velocity and pressure variables. Iterative solution of such indefinite systems is feasible and is an attractive approach for large problems. The use of stabilisation methods for convenient (but unstable) mixed elements introduces stabilisation parameters. We show how these can be chosen to obtain rapid iterative convergence. We propose a conjugate gradient-like method (the method of preconditioned conjugate residuals) which is applicable to symmetric indefinite problems, describe the effects of stabilisation on the algebraic structure of the discrete Stokes operator and derive estimates of the eigenvalue spectrum of this operator on which the convergence rate of the iteration depends. Here we discuss the simple case of diagonal preconditioning. Our results apply to both locally and globally stabilised mixed elements as well as to elements which are inherently stable. We demonstrate that convergence rates comparable to that achieved using the diagonally scaled conjugate gradient method applied to the discrete Laplacian are approachable for the Stokes problem.

Minimum residual methods for augmented systems

For large systems of linear equations, iterative methods provide attractive solution techniques. We describe the applicability and convergence of iterative methods of Krylov subspace type for an important class of symmetric and indefinite matrix problems, namely augmented (or KKT) systems. Specifically, we consider preconditioned minimum residual methods and discuss indefinite versus positive definite preconditioning. For a natural choice of starting vector we prove that when the definite and indenfinite preconditioners are related in the obvious way, MINRES (which is applicable in the case of positive definite preconditioning) and full GMRES (which is applicable in the case of indefinite preconditioning) give residual vectors with identical Euclidean norm at each iteration. Moreover, we show that the convergence of both methods is related to a system of normal equations for which the LSQR algorithm can be employed. As a side result, we give a rare example of a non-trivial normal(1) matrix where the corresponding inner product is explicitly known: a conjugate gradient method therefore exists and can be employed in this case.

Efficient preconditioning of the linearized Navier—Stokes equations for incompressible flow

We outline a new class of robust and efficient methods for solving subproblems that arise in the linearization and operator splitting of Navier–Stokes equations. We describe a very general strategy for preconditioning that has two basic building blocks; a multigrid V-cycle for the scalar convection–diffusion operator, and a multigrid V-cycle for a pressure Poisson operator. We present numerical experiments illustrating that a simple implementation of our approach leads to an effective and robust solver strategy in that the convergence rate is independent of the grid, robust with respect to the time-step, and only deteriorates very slowly as the Reynolds number is increased.

Algorithm 866: IFISS, a Matlab toolbox for modelling incompressible flow

IFISS is a graphical Matlab package for the interactive numerical study of incompressible flow problems. It includes algorithms for discretization by mixed finite element methods and a posteriori error estimation of the computed solutions. The package can also be used as a computational laboratory for experimenting with state-of-the-art preconditioned iterative solvers for the discrete linear equation systems that arise in incompressible flow modelling. A unique feature of the package is its comprehensive nature; for each problem addressed, it enables the study of both discretization and iterative solution algorithms as well as the interaction between the two and the resulting effect on overall efficiency.

ANALYSIS OF LOCALLY STABILIZED MIXED FINITE-ELEMENT METHODS FOR THE STOKES PROBLEM

In this paper, a locally stabilized finite element formulation of the Stokes problem is analyzed. A macroelement condition which is sufficient for the stability of (locally stabilized) mixed methods based on a piecewise constant pressure approximation is introduced. By satisfying this condition, the stability of the QI Po quadrilateral, and the PI Po triangular element, can be established.

Stabilised bilinear—constant velocity—pressure finite elements for the conjugate gradient solution of the Stokes problem

Abstract In this paper, a sufficient condition for the stability of low-order mixed finite element methods is introduced. To illustrate the possibilities, two stabilisation procedures for the popular Q 1 −P 0 mixed method are theoretically analysed. The effectiveness of these procedures in practice is assessed by comparing results with those obtained using a conventional penalty formulation, for a standard test problem. It is demonstrated that with appropriate stabilisation, efficient iterative solution techniques of conjugate gradient type can be applied directly to the discrete Stokes system.