Matrix-equation-based strategies for convection-diusion equations

Size: px
Start display at page:

Download "Matrix-equation-based strategies for convection-diusion equations"

Transcription

1 Matrix-equation-based strategies for convection-diusion equations Davide Palitta and Valeria Simoncini Dipartimento di Matematica, Università di Bologna CIME-EMS Summer School 2015 Exploiting Hidden Structure in Matrix Computations. Algorithms and Applications Cetraro, June 2015 Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

2 The convection-diusion equation The convection-diusion equation Convection-diusion equation: ɛ u + w u = f, in Ω R d with d = 2, 3, ɛ > 0 (viscosity parameter), w R d (convection vector) Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

3 The convection-diusion equation The convection-diusion equation Convection-diusion equation: ɛ u + w u = f, in Ω R d with d = 2, 3, ɛ > 0 (viscosity parameter), w R d (convection vector) Dominant Convection w ɛ Incompressible ow div(w) = 0 Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

4 The convection-diusion equation The convection-diusion equation Convection-diusion equation: ɛ u + w u = f, in Ω R d with d = 2, 3, ɛ > 0 (viscosity parameter), w R d (convection vector) Dominant Convection w ɛ Incompressible ow div(w) = 0 Further assumptions: w separable coecients, e.g., in 2D w = (w 1, w 2 ) = (φ 1 (x)ψ 1 (y), φ 2 (x)ψ 2 (y)) Ω is a rectangle (parallelepipedal) domain Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

5 The convection-diusion equation Discretization phase Discretizing by FEM or FD, we get the nonsymmetric linear system Au = f, where A R N N Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

6 The convection-diusion equation Discretization phase Discretizing by FEM or FD, we get the nonsymmetric linear system Au = f, where A R N N REMARK: The discretization step is crucial to avoid spurious oscillations in the numerical solution: Rene the meshsize h huge increase of N Dierent strategies: Articial diusion SUPG... Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

7 A matrix-equation-based strategy A matrix-equation-based strategy AIM: Preconditioning the very large and sparse nonsymmetric linear system Au = f, where A R N N with a simplied matrix version of the discretized dierential operator Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

8 A matrix-equation-based strategy A matrix oriented formulation Poisson equation u xx u yy = f, in Ω = (0, 1) 2 (w/ zero Dirichlet b.c.) Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

9 A matrix-equation-based strategy A matrix oriented formulation Poisson equation u xx u yy = f, in Ω = (0, 1) 2 (w/ zero Dirichlet b.c.) Discretize Ω with a uniform mesh Ω h with nodes (x i, y j ), i, j = 1,..., n 1. Dene T, F R (n 1) (n 1) such that T = 1 h 2 tridiag( 1, 2, 1) and F i,j = f (x i, y j ) Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

10 A matrix-equation-based strategy A matrix oriented formulation Poisson equation u xx u yy = f, in Ω = (0, 1) 2 (w/ zero Dirichlet b.c.) Discretize Ω with a uniform mesh Ω h with nodes (x i, y j ), i, j = 1,..., n 1. Dene T, F R (n 1) (n 1) such that T = 1 h 2 tridiag( 1, 2, 1) and F i,j = f (x i, y j ) Centered FD leads to the symmetric linear system Au = f, f = vec(f ) where A = T I n 1 + I n 1 T R (n 1)2 (n 1) 2 Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

11 A matrix-equation-based strategy A matrix oriented formulation U i,j u(x i, y j ) at interior node (x i, y j ) For each i, j = 1,..., n 1, u xx (x i, y j ) U i 1,j 2U i,j + U i+1,j = 1 [1, 2, 1] h 2 h2 U i 1,j U i,j U i+1,j and u yy (x i, y j ) U i,j 1 2U i,j + U i,j+1 h 2 = 1 1 h 2 [U i,j 1, U i,j, U i,j+1] 2 1 Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

12 A matrix-equation-based strategy A matrix oriented formulation U i,j u(x i, y j ) at interior node (x i, y j ) For each i, j = 1,..., n 1, u xx (x i, y j ) U i 1,j 2U i,j + U i+1,j = 1 [1, 2, 1] h 2 h2 U i 1,j U i,j U i+1,j and u yy (x i, y j ) U i,j 1 2U i,j + U i,j+1 h 2 = 1 1 h 2 [U i,j 1, U i,j, U i,j+1] 2 1 TU + UT = F Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

13 A matrix-equation-based strategy A matrix oriented formulation, ɛ u + w u = f Proposition. (2D case) Assume w = (w 1, w 2 ) = (φ 1 (x)ψ 1 (y), φ 2 (x)ψ 2 (y)). Let (x i, y j ) Ω h, i, j = 1,..., n 1, and set, for k = 1, 2, Φ k = diag(φ k (x 1 ),..., φ k (x n 1 )) Ψ k = diag(ψ k (y 1 ),..., ψ k (y n 1 )) Then, the centered FD discretization of the continuous operator leads to the following operator: L : u ɛ u + φ 1 (x)ψ 1 (y)u x + φ 2 (x)ψ 2 (y)u y L h : U ɛt U + ɛut + (Φ 1 B)UΨ 1 + Φ 2 U(B T Ψ 2 ) where B = 1 tridiag( 1, 0, 1) R(n 1) (n 1) 2h Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

14 A matrix-equation-based strategy The easy case: ɛ u + φ 1 (x)u x + ψ 2 (y)u y = f w = (φ 1 (x), ψ 2 (y)) (common in academic examples!) Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

15 A matrix-equation-based strategy The easy case: ɛ u + φ 1 (x)u x + ψ 2 (y)u y = f w = (φ 1 (x), ψ 2 (y)) (common in academic examples!) Ψ 1 = Φ 2 = I Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

16 A matrix-equation-based strategy The easy case: ɛ u + φ 1 (x)u x + ψ 2 (y)u y = f w = (φ 1 (x), ψ 2 (y)) (common in academic examples!) Ψ 1 = Φ 2 = I ɛt U + ɛut + (Φ 1 B)U + U(B T Ψ 2 ) = F Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

17 A matrix-equation-based strategy The easy case: ɛ u + φ 1 (x)u x + ψ 2 (y)u y = f w = (φ 1 (x), ψ 2 (y)) (common in academic examples!) Ψ 1 = Φ 2 = I ɛt U + ɛut + (Φ 1 B)U + U(B T Ψ 2 ) = F (ɛt + Φ 1 B)U + U(ɛT + B T Ψ 2 ) = F This is a Sylvester equation that can be explicitly and eciently solved! Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

18 The new preconditioner The general case: preconditioning strategy w = (w 1, w 2 ) = (φ 1 (x)ψ 1 (y), φ 2 (x)ψ 2 (y)) L h : U ɛt U + ɛut + (Φ 1 B)UΨ 1 + Φ 2 U(B T Ψ 2 ) Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

19 The new preconditioner The general case: preconditioning strategy w = (w 1, w 2 ) = (φ 1 (x)ψ 1 (y), φ 2 (x)ψ 2 (y)) L h : U ɛt U + ɛut + (Φ 1 B)UΨ 1 + Φ 2 U(B T Ψ 2 ) Approximating Ψ 1 ψ 1 I, Φ 2 φ 2 I, where, e.g., ψ 1, φ 2 mean values Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

20 The new preconditioner The general case: preconditioning strategy w = (w 1, w 2 ) = (φ 1 (x)ψ 1 (y), φ 2 (x)ψ 2 (y)) L h : U ɛt U + ɛut + (Φ 1 B)UΨ 1 + Φ 2 U(B T Ψ 2 ) Approximating Ψ 1 ψ 1 I, Φ 2 φ 2 I, where, e.g., ψ 1, φ 2 mean values P : Y (ɛt + ψ 1 Φ 1 B)Y + Y(ɛT + φ 2 B T Ψ 2 ) Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

21 Implementation details Implementation details Nonsymmetric linear system: Au = f, A R (n 1)2 (n 1) 2 Solver: GMRES with right preconditioning. Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

22 Implementation details Implementation details Nonsymmetric linear system: Au = f, A R (n 1)2 (n 1) 2 Solver: GMRES with right preconditioning. At each iteration k: ṽ k = P 1 v k R (n 1)2 Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

23 Implementation details Implementation details Nonsymmetric linear system: Au = f, A R (n 1)2 (n 1) 2 Solver: GMRES with right preconditioning. At each iteration k: ṽ k = P 1 v k R (n 1)2 How to compute it? Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

24 Implementation details Implementation details Nonsymmetric linear system: Au = f, A R (n 1)2 (n 1) 2 Solver: GMRES with right preconditioning. At each iteration k: ṽ k = P 1 v k R (n 1)2 How to compute it? 1 Compute G k R (n 1) (n 1) s.t. v k = vec(g k ) 2 Solve (ɛt + ψ 1 Φ 1 B)Y + Y(ɛT + B T φ2 Ψ 2 ) = G k 3 Compute ṽ k = vec(y) Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

25 Implementation details Implementation details Sylvester equation: (ɛt + ψ 1 Φ 1 B)Y + Y(ɛT + B T φ 2 Ψ 2 ) = G k Solver: KPIK [V. Simoncini, 2007], [T. Breiten, V. Simoncini, M. Stoll, 2014]. Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

26 Implementation details Implementation details Sylvester equation: (ɛt + ψ 1 Φ 1 B)Y + Y(ɛT + B T φ 2 Ψ 2 ) = G k Solver: KPIK [V. Simoncini, 2007], [T. Breiten, V. Simoncini, M. Stoll, 2014]. Observations: Inner: Inexact method Outer: FGMRES rhs must be low rank: Truncated SVD of G k Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

27 Implementation details Implementation details Sylvester equation: (ɛt + ψ 1 Φ 1 B)Y + Y(ɛT + B T φ 2 Ψ 2 ) = G k Solver: KPIK [V. Simoncini, 2007], [T. Breiten, V. Simoncini, M. Stoll, 2014]. Observations: Inner: Inexact method Outer: FGMRES rhs must be low rank: Truncated SVD of G k Three parameters: 1 inner tolerance: tol_inner= truncation tolerance: tol_truncation= maximum rank allowed: r_max= 10 Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

28 3D case 3D case To x ideas: Ω = (0, 1) 3. U (k) i,j u(x i, y j, z k ), and dene the tall matrix U := where e j = I (:, j). U (1). U (n 1) n 1 = k=1 (e k U (k) ) R (n 1)2 (n 1) Other orderings are possible. Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

29 3D case 3D case: L : u ɛ u + w 1 u x + w 2 u y + w 3 u z Proposition. (3D case) Assume w = (w1, w2, w3) s.t. w1 = φ 1(x)ψ 1(y)υ 1(z) w2 = φ 2(x)ψ 2(y)υ 2(z) w3 = φ 3(x)ψ 3(y)υ 3(z) Let (x i, y j, z k ) Ω h, i, j, k = 1,..., n 1, and set, for l = 1, 2, 3, Φ l = diag(φ l (x1),..., φ l (x n 1)) Ψ l = diag(ψ l (y1),..., ψ l (y n 1)) Υ l = diag(υ l (z1),..., υ l (z n 1)) Then, the centered FD discretization leads to the following operator: L h : U (I ɛt )U + ɛut + (ɛt I )U + (Υ 1 Φ 1 B)UΨ 1 + (Υ 2 Φ 2 )UB T Ψ 2 + [(Υ 3 B) Φ 3 ]UΨ 3 Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

30 Numerical experiments Numerical experiments Competitors on Au = f: GMRES+MI20 FGMRES+AGMG REMARK: our preconditioner/solver is implemented in interpreted Matlab functions while both MI20 and AGMG are fortran90 compiled codes provided with mex les control.one_pass_coarsen= 1, [J. Boyle, M.D. Mihajlovi c, J.A. Scott, 2010] all default parameters, [Y. Notay, 2010] Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

31 Numerical experiments Test 1. Explicit matrix solution (2D) Consider ɛ u+w u = 0, in Ω = (0, 1) 2 ( ) w = (x + 1)2, 0 Dirichlet b.c.: { u(x, 0) = 1 x [0, 1], u(x, 1) = 0 x [0, 1]. Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

32 Numerical experiments Test 1. Explicit matrix solution (2D) Consider ɛ u+w u = 0, in Ω = (0, 1) 2 ( ) w = (x + 1)2, 0 Dirichlet b.c.: { u(x, 0) = 1 x [0, 1], u(x, 1) = 0 x [0, 1]. (ɛt + Φ 1 B)U + ɛut = F Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

33 Numerical experiments Test 1. Explicit matrix solution (2D) ɛ n x FGMRES+AGMG GMRES+MI20 KPIK time (# its) time (# its) time (# its) (13) ( 7) (24) (15) ( 8) (32) (20) ( 8) (44) (17) ( 7) (46) (14) ( 7) (22) (14) ( 9) (32) (15) ( 9) (38) (18) ( 8) (64) (18) ( 8) (52) (14) (10) (22) (15) ( 8) (34) (14) (10) (42) (18) (11) (66) (18) ( 9) (58) Table : Test 1 (2D). Performance achieved as the viscosity and mesh parameter vary. tol_outer= Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

34 Numerical experiments Test 2. Preconditioning strategy (2D) Consider ɛ u + w u = 0, in Ω = (0, 1) 2 w = (y(1 (2x + 1) 2 ), 2(2x + 1)(1 y 2 )) Zero Dirichlet b.c. except for the side y = 0: { u(x, 0) = 1 + tanh[ (2x 1)], 0 x 0.5 u(x, 0) = 2, 0.5 < x 1 slightly modication of Example V in [H.C. Elman, A. Ramage, 2002]. Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

35 Numerical experiments Test 2. Preconditioning strategy (2D) ɛ n x FGMRES+AGMG GMRES+MI20 FGMRES+KPIK time (# its) time (# its) time (# its) (11) ( 4) ( 8) (14) ( 4) ( 7) (11) ( 4) ( 7) (17) ( 4) ( 6) (15) ( 4) ( 5) ( 9) ( 4) (10) (12) ( 4) ( 9) (11) ( 4) ( 8) (18) ( 4) ( 7) (17) ( 4) ( 6) ( 8) ( 4) (11) ( 9) ( 4) (11) (14) ( 4) ( 9) (12) ( 4) ( 8) (23) ( 4) ( 7) Table : Test 2 (2D). Performance achieved as the viscosity and mesh parameter vary. tol_outer= Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

36 Numerical experiments Test 3. Explicit matrix solution (3D) Consider ɛ u + w u = 1, in Ω = (0, 1) 3 w = (x sin x, y cos y, e z2 1 ) Zero Dirichlet b.c. Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

37 Numerical experiments Test 3. Explicit matrix solution (3D) Consider ɛ u + w u = 1, in Ω = (0, 1) 3 w = (x sin x, y cos y, e z2 1 ) Zero Dirichlet b.c. [I (ɛt + Φ 1 B) + (ɛt + Ψ 2 B) T I ] U + U (ɛt + BΥ 3 ) = 11 T where 1 is the vector of all ones REMARK: low rank rhs in the matrix equation is crucial for explicit solution! Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

38 Numerical experiments Test 3. Explicit matrix solution (3D) ɛ n x FGMRES+AGMG GMRES+MI20 KPIK time (# its) time (# its) time (# its) (14) ( 7) (18) (14) ( 7) (20) (14) ( 7) (20) (15) ( 7) (22) (15) ( 7) (22) (14) ( 7) (18) (14) ( 7) (20) (14) ( 7) (20) (14) ( 7) (22) (14) ( 7) (22) (14) ( 6) (18) (14) ( 7) (20) (14) ( 7) (22) (14) ( 7) (22) (14) ( 7) (24) Table : Test 3 (3D). Performance achieved as the viscosity and mesh parameter vary. tol_outer= Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

39 Numerical experiments Test 4. Preconditioning strategy (3D) Consider ɛ u + w u = 1, in Ω = (0, 1) 3 w = (yz(1 x 2 ), 0, e z ) Zero Dirichlet b.c. Other variable aggregations are possible. Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

40 Numerical experiments Test 4. Preconditioning strategy (3D) Consider ɛ u + w u = 1, in Ω = (0, 1) 3 w = (yz(1 x 2 ), 0, e z ) Zero Dirichlet b.c. The discretization yields ɛt U + U(I ɛt + ɛt I ) + Υ 3 BU + Υ 1 U(Ψ 1 Φ 1 B) = 11 T where 1 is the vector of all ones Other variable aggregations are possible. Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

41 Numerical experiments Test 4. Preconditioning strategy (3D) Consider ɛ u + w u = 1, in Ω = (0, 1) 3 w = (yz(1 x 2 ), 0, e z ) Zero Dirichlet b.c. The discretization yields ɛt U + U(I ɛt + ɛt I ) + Υ 3 BU + Υ 1 U(Ψ 1 Φ 1 B) = 11 T where 1 is the vector of all ones Υ 1 ῡ 1 I and obtain the preconditioning operator P : Y (ɛt + Υ 3 B)Y + Y(I ɛt + ɛt I + Ψ 1 ῡ 1 Φ 1 B) Other variable aggregations are possible. Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

42 Numerical experiments Test 4. Preconditioning strategy (3D) ɛ n x FGMRES+AGMG GMRES+MI20 FGMRES+KPIK (15) ( 7) ( 6) (15) ( 7) ( 6) (16) ( 7) ( 6) (16) ( 8) ( 6) (16) ( 8) ( 6) (18) - ( -) ( 8) (18) - ( -) ( 8) (19) - ( -) ( 9) (19) - ( -) ( 9) (19) - ( -) ( 9) (18) - ( -) (10) (19) - ( -) (10) (20) - ( -) (10) (20) - ( -) (10) (21) - ( -) (10) Table : Test 4 (3D). Performance achieved as the viscosity and mesh parameter vary. - stands for excessive time in building the preconditioner. tol_outer= Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

43 Conclusions and outlook Conclusions and outlook Preliminary numerical experiments show that the new approach performs comparably well with respect to state-of-the-art approaches. Generalize the approach to more general settings overcoming the limitation to the use of uniform mesh on rectangle (parallelepipedal) domains. Modify the approach to handle dierent discretization strategies, e.g., SUPG (early attempts in [D.P., 2014, Master's thesis]). Reference: Matrix-equation-based strategies for convection-diusion equations D. Palitta and V. Simoncini ArXiv: Davide Palitta (UniBo) Matrix equations & conv-di. 23/06/ / 23

1e N

1e N Spectral schemes on triangular elements by Wilhelm Heinrichs and Birgit I. Loch Abstract The Poisson problem with homogeneous Dirichlet boundary conditions is considered on a triangle. The mapping between

More information

Fast Iterative Solution of Saddle Point Problems

Fast Iterative Solution of Saddle Point Problems Michele Benzi Department of Mathematics and Computer Science Emory University Atlanta, GA Acknowledgments NSF (Computational Mathematics) Maxim Olshanskii (Mech-Math, Moscow State U.) Zhen Wang (PhD student,

More information

Lecture 3: Inexact inverse iteration with preconditioning

Lecture 3: Inexact inverse iteration with preconditioning Lecture 3: Department of Mathematical Sciences CLAPDE, Durham, July 2008 Joint work with M. Freitag (Bath), and M. Robbé & M. Sadkane (Brest) 1 Introduction 2 Preconditioned GMRES for Inverse Power Method

More information

Computational methods for large-scale linear matrix equations and application to FDEs. V. Simoncini

Computational methods for large-scale linear matrix equations and application to FDEs. V. Simoncini Computational methods for large-scale linear matrix equations and application to FDEs V. Simoncini Dipartimento di Matematica, Università di Bologna valeria.simoncini@unibo.it Joint work with: Tobias Breiten,

More information

Finite Difference Methods for Boundary Value Problems

Finite Difference Methods for Boundary Value Problems Finite Difference Methods for Boundary Value Problems October 2, 2013 () Finite Differences October 2, 2013 1 / 52 Goals Learn steps to approximate BVPs using the Finite Difference Method Start with two-point

More information

Inexact inverse iteration with preconditioning

Inexact inverse iteration with preconditioning Department of Mathematical Sciences Computational Methods with Applications Harrachov, Czech Republic 24th August 2007 (joint work with M. Robbé and M. Sadkane (Brest)) 1 Introduction 2 Preconditioned

More information

A Review of Preconditioning Techniques for Steady Incompressible Flow

A Review of Preconditioning Techniques for Steady Incompressible Flow Zeist 2009 p. 1/43 A Review of Preconditioning Techniques for Steady Incompressible Flow David Silvester School of Mathematics University of Manchester Zeist 2009 p. 2/43 PDEs Review : 1984 2005 Update

More information

Finding Rightmost Eigenvalues of Large, Sparse, Nonsymmetric Parameterized Eigenvalue Problems

Finding Rightmost Eigenvalues of Large, Sparse, Nonsymmetric Parameterized Eigenvalue Problems Finding Rightmost Eigenvalues of Large, Sparse, Nonsymmetric Parameterized Eigenvalue Problems AMSC 663-664 Final Report Minghao Wu AMSC Program mwu@math.umd.edu Dr. Howard Elman Department of Computer

More information

Recent advances in approximation using Krylov subspaces. V. Simoncini. Dipartimento di Matematica, Università di Bologna.

Recent advances in approximation using Krylov subspaces. V. Simoncini. Dipartimento di Matematica, Università di Bologna. Recent advances in approximation using Krylov subspaces V. Simoncini Dipartimento di Matematica, Università di Bologna and CIRSA, Ravenna, Italy valeria@dm.unibo.it 1 The framework It is given an operator

More information

Preconditioned inverse iteration and shift-invert Arnoldi method

Preconditioned inverse iteration and shift-invert Arnoldi method Preconditioned inverse iteration and shift-invert Arnoldi method Melina Freitag Department of Mathematical Sciences University of Bath CSC Seminar Max-Planck-Institute for Dynamics of Complex Technical

More information

Exploiting off-diagonal rank structures in the solution of linear matrix equations

Exploiting off-diagonal rank structures in the solution of linear matrix equations Stefano Massei Exploiting off-diagonal rank structures in the solution of linear matrix equations Based on joint works with D. Kressner (EPFL), M. Mazza (IPP of Munich), D. Palitta (IDCTS of Magdeburg)

More information

Preconditioners for the incompressible Navier Stokes equations

Preconditioners for the incompressible Navier Stokes equations Preconditioners for the incompressible Navier Stokes equations C. Vuik M. ur Rehman A. Segal Delft Institute of Applied Mathematics, TU Delft, The Netherlands SIAM Conference on Computational Science and

More information

Multipole-Based Preconditioners for Sparse Linear Systems.

Multipole-Based Preconditioners for Sparse Linear Systems. Multipole-Based Preconditioners for Sparse Linear Systems. Ananth Grama Purdue University. Supported by the National Science Foundation. Overview Summary of Contributions Generalized Stokes Problem Solenoidal

More information

Chapter Two: Numerical Methods for Elliptic PDEs. 1 Finite Difference Methods for Elliptic PDEs

Chapter Two: Numerical Methods for Elliptic PDEs. 1 Finite Difference Methods for Elliptic PDEs Chapter Two: Numerical Methods for Elliptic PDEs Finite Difference Methods for Elliptic PDEs.. Finite difference scheme. We consider a simple example u := subject to Dirichlet boundary conditions ( ) u

More information

Mathematics Research Report No. MRR 003{96, HIGH RESOLUTION POTENTIAL FLOW METHODS IN OIL EXPLORATION Stephen Roberts 1 and Stephan Matthai 2 3rd Febr

Mathematics Research Report No. MRR 003{96, HIGH RESOLUTION POTENTIAL FLOW METHODS IN OIL EXPLORATION Stephen Roberts 1 and Stephan Matthai 2 3rd Febr HIGH RESOLUTION POTENTIAL FLOW METHODS IN OIL EXPLORATION Stephen Roberts and Stephan Matthai Mathematics Research Report No. MRR 003{96, Mathematics Research Report No. MRR 003{96, HIGH RESOLUTION POTENTIAL

More information

Discretization of PDEs and Tools for the Parallel Solution of the Resulting Systems

Discretization of PDEs and Tools for the Parallel Solution of the Resulting Systems Discretization of PDEs and Tools for the Parallel Solution of the Resulting Systems Stan Tomov Innovative Computing Laboratory Computer Science Department The University of Tennessee Wednesday April 4,

More information

Efficient Solvers for the Navier Stokes Equations in Rotation Form

Efficient Solvers for the Navier Stokes Equations in Rotation Form Efficient Solvers for the Navier Stokes Equations in Rotation Form Computer Research Institute Seminar Purdue University March 4, 2005 Michele Benzi Emory University Atlanta, GA Thanks to: NSF (MPS/Computational

More information

Robust solution of Poisson-like problems with aggregation-based AMG

Robust solution of Poisson-like problems with aggregation-based AMG Robust solution of Poisson-like problems with aggregation-based AMG Yvan Notay Université Libre de Bruxelles Service de Métrologie Nucléaire Paris, January 26, 215 Supported by the Belgian FNRS http://homepages.ulb.ac.be/

More information

Termination criteria for inexact fixed point methods

Termination criteria for inexact fixed point methods Termination criteria for inexact fixed point methods Philipp Birken 1 October 1, 2013 1 Institute of Mathematics, University of Kassel, Heinrich-Plett-Str. 40, D-34132 Kassel, Germany Department of Mathematics/Computer

More information

A Robust Preconditioned Iterative Method for the Navier-Stokes Equations with High Reynolds Numbers

A Robust Preconditioned Iterative Method for the Navier-Stokes Equations with High Reynolds Numbers Applied and Computational Mathematics 2017; 6(4): 202-207 http://www.sciencepublishinggroup.com/j/acm doi: 10.11648/j.acm.20170604.18 ISSN: 2328-5605 (Print); ISSN: 2328-5613 (Online) A Robust Preconditioned

More information

DELFT UNIVERSITY OF TECHNOLOGY

DELFT UNIVERSITY OF TECHNOLOGY DELFT UNIVERSITY OF TECHNOLOGY REPORT 18-05 Efficient and robust Schur complement approximations in the augmented Lagrangian preconditioner for high Reynolds number laminar flows X. He and C. Vuik ISSN

More information

Efficient Augmented Lagrangian-type Preconditioning for the Oseen Problem using Grad-Div Stabilization

Efficient Augmented Lagrangian-type Preconditioning for the Oseen Problem using Grad-Div Stabilization Efficient Augmented Lagrangian-type Preconditioning for the Oseen Problem using Grad-Div Stabilization Timo Heister, Texas A&M University 2013-02-28 SIAM CSE 2 Setting Stationary, incompressible flow problems

More information

Preconditioning for Nonsymmetry and Time-dependence

Preconditioning for Nonsymmetry and Time-dependence Preconditioning for Nonsymmetry and Time-dependence Andy Wathen Oxford University, UK joint work with Jen Pestana and Elle McDonald Jeju, Korea, 2015 p.1/24 Iterative methods For self-adjoint problems/symmetric

More information

Qualifying Examination

Qualifying Examination Summer 24 Day. Monday, September 5, 24 You have three hours to complete this exam. Work all problems. Start each problem on a All problems are 2 points. Please email any electronic files in support of

More information

Time Integration Methods for the Heat Equation

Time Integration Methods for the Heat Equation Time Integration Methods for the Heat Equation Tobias Köppl - JASS March 2008 Heat Equation: t u u = 0 Preface This paper is a short summary of my talk about the topic: Time Integration Methods for the

More information

Mathematics and Computer Science

Mathematics and Computer Science Technical Report TR-2007-002 Block preconditioning for saddle point systems with indefinite (1,1) block by Michele Benzi, Jia Liu Mathematics and Computer Science EMORY UNIVERSITY International Journal

More information

The Nullspace free eigenvalue problem and the inexact Shift and invert Lanczos method. V. Simoncini. Dipartimento di Matematica, Università di Bologna

The Nullspace free eigenvalue problem and the inexact Shift and invert Lanczos method. V. Simoncini. Dipartimento di Matematica, Università di Bologna The Nullspace free eigenvalue problem and the inexact Shift and invert Lanczos method V. Simoncini Dipartimento di Matematica, Università di Bologna and CIRSA, Ravenna, Italy valeria@dm.unibo.it 1 The

More information

Fast solvers for steady incompressible flow

Fast solvers for steady incompressible flow ICFD 25 p.1/21 Fast solvers for steady incompressible flow Andy Wathen Oxford University wathen@comlab.ox.ac.uk http://web.comlab.ox.ac.uk/~wathen/ Joint work with: Howard Elman (University of Maryland,

More information

Indefinite Preconditioners for PDE-constrained optimization problems. V. Simoncini

Indefinite Preconditioners for PDE-constrained optimization problems. V. Simoncini Indefinite Preconditioners for PDE-constrained optimization problems V. Simoncini Dipartimento di Matematica, Università di Bologna, Italy valeria.simoncini@unibo.it Partly joint work with Debora Sesana,

More information

Electromagnetic wave propagation. ELEC 041-Modeling and design of electromagnetic systems

Electromagnetic wave propagation. ELEC 041-Modeling and design of electromagnetic systems Electromagnetic wave propagation ELEC 041-Modeling and design of electromagnetic systems EM wave propagation In general, open problems with a computation domain extending (in theory) to infinity not bounded

More information

Explicit Jump Immersed Interface Method: Documentation for 2D Poisson Code

Explicit Jump Immersed Interface Method: Documentation for 2D Poisson Code Eplicit Jump Immersed Interface Method: Documentation for 2D Poisson Code V. Rutka A. Wiegmann November 25, 2005 Abstract The Eplicit Jump Immersed Interface method is a powerful tool to solve elliptic

More information

Multigrid Methods and their application in CFD

Multigrid Methods and their application in CFD Multigrid Methods and their application in CFD Michael Wurst TU München 16.06.2009 1 Multigrid Methods Definition Multigrid (MG) methods in numerical analysis are a group of algorithms for solving differential

More information

Courant Institute of Mathematical Sciences, New York University, New York, NY 10012,

Courant Institute of Mathematical Sciences, New York University, New York, NY 10012, EFFICIENT VARIABLE-COEFFICIENT FINITE-VOLUME STOKES SOLVERS MINGCHAO CAI, ANDY NONAKA, JOHN B. BELL, BOYCE E. GRIFFITH, AND ALEKSANDAR DONEV Abstract. We investigate several robust preconditioners for

More information

A Tuned Preconditioner for Inexact Inverse Iteration for Generalised Eigenvalue Problems

A Tuned Preconditioner for Inexact Inverse Iteration for Generalised Eigenvalue Problems A Tuned Preconditioner for for Generalised Eigenvalue Problems Department of Mathematical Sciences University of Bath, United Kingdom IWASEP VI May 22-25, 2006 Pennsylvania State University, University

More information

Computational methods for large-scale matrix equations and application to PDEs. V. Simoncini

Computational methods for large-scale matrix equations and application to PDEs. V. Simoncini Computational methods for large-scale matrix equations and application to PDEs V. Simoncini Dipartimento di Matematica Alma Mater Studiorum - Università di Bologna valeria.simoncini@unibo.it 1 Some matrix

More information

Optimal Left and Right Additive Schwarz Preconditioning for Minimal Residual Methods with Euclidean and Energy Norms

Optimal Left and Right Additive Schwarz Preconditioning for Minimal Residual Methods with Euclidean and Energy Norms Optimal Left and Right Additive Schwarz Preconditioning for Minimal Residual Methods with Euclidean and Energy Norms Marcus Sarkis Worcester Polytechnic Inst., Mass. and IMPA, Rio de Janeiro and Daniel

More information

Question 9: PDEs Given the function f(x, y), consider the problem: = f(x, y) 2 y2 for 0 < x < 1 and 0 < x < 1. x 2 u. u(x, 0) = u(x, 1) = 0 for 0 x 1

Question 9: PDEs Given the function f(x, y), consider the problem: = f(x, y) 2 y2 for 0 < x < 1 and 0 < x < 1. x 2 u. u(x, 0) = u(x, 1) = 0 for 0 x 1 Question 9: PDEs Given the function f(x, y), consider the problem: 2 u x 2 u = f(x, y) 2 y2 for 0 < x < 1 and 0 < x < 1 u(x, 0) = u(x, 1) = 0 for 0 x 1 u(0, y) = u(1, y) = 0 for 0 y 1. a. Discuss how you

More information

Computational methods for large-scale matrix equations and application to PDEs. V. Simoncini

Computational methods for large-scale matrix equations and application to PDEs. V. Simoncini Computational methods for large-scale matrix equations and application to PDEs V. Simoncini Dipartimento di Matematica, Università di Bologna valeria.simoncini@unibo.it 1 Some matrix equations Sylvester

More information

Spectral Properties of Saddle Point Linear Systems and Relations to Iterative Solvers Part I: Spectral Properties. V. Simoncini

Spectral Properties of Saddle Point Linear Systems and Relations to Iterative Solvers Part I: Spectral Properties. V. Simoncini Spectral Properties of Saddle Point Linear Systems and Relations to Iterative Solvers Part I: Spectral Properties V. Simoncini Dipartimento di Matematica, Università di ologna valeria@dm.unibo.it 1 Outline

More information

ON THE ROLE OF COMMUTATOR ARGUMENTS IN THE DEVELOPMENT OF PARAMETER-ROBUST PRECONDITIONERS FOR STOKES CONTROL PROBLEMS

ON THE ROLE OF COMMUTATOR ARGUMENTS IN THE DEVELOPMENT OF PARAMETER-ROBUST PRECONDITIONERS FOR STOKES CONTROL PROBLEMS ON THE ROLE OF COUTATOR ARGUENTS IN THE DEVELOPENT OF PARAETER-ROBUST PRECONDITIONERS FOR STOKES CONTROL PROBLES JOHN W. PEARSON Abstract. The development of preconditioners for PDE-constrained optimization

More information

EQUATIONS WITH LOW VISCOSITY HOWARD C. ELMAN UMIACS-TR November 1996

EQUATIONS WITH LOW VISCOSITY HOWARD C. ELMAN UMIACS-TR November 1996 PRECONDITIONING FOR THE STEADY-STATE NAVIER-STOKES EQUATIONS WITH LOW VISCOSITY HOWARD C. ELMAN Report CS-TR-372 UMIACS-TR-96-82 November 996 Abstract. We introduce a preconditioner for the linearized

More information

A Block Red-Black SOR Method. for a Two-Dimensional Parabolic. Equation Using Hermite. Collocation. Stephen H. Brill 1 and George F.

A Block Red-Black SOR Method. for a Two-Dimensional Parabolic. Equation Using Hermite. Collocation. Stephen H. Brill 1 and George F. 1 A lock ed-lack SO Method for a Two-Dimensional Parabolic Equation Using Hermite Collocation Stephen H. rill 1 and George F. Pinder 1 Department of Mathematics and Statistics University ofvermont urlington,

More information

Rening the submesh strategy in the two-level nite element method: application to the advection diusion equation

Rening the submesh strategy in the two-level nite element method: application to the advection diusion equation INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS Int. J. Numer. Meth. Fluids 2002; 39:161 187 (DOI: 10.1002/d.219) Rening the submesh strategy in the two-level nite element method: application to

More information

Fast iterative solvers for fractional differential equations

Fast iterative solvers for fractional differential equations Fast iterative solvers for fractional differential equations Tobias Breiten a, Valeria Simoncini b, Martin Stoll c a Institute of Mathematics and Scientific Computing, University of Graz, Heinrichstr 36,

More information

Two-level Domain decomposition preconditioning for the high-frequency time-harmonic Maxwell equations

Two-level Domain decomposition preconditioning for the high-frequency time-harmonic Maxwell equations Two-level Domain decomposition preconditioning for the high-frequency time-harmonic Maxwell equations Marcella Bonazzoli 2, Victorita Dolean 1,4, Ivan G. Graham 3, Euan A. Spence 3, Pierre-Henri Tournier

More information

Abstract. scalar steady and unsteady convection-diusion equations discretized by nite element, or nite

Abstract. scalar steady and unsteady convection-diusion equations discretized by nite element, or nite Local Multiplicative Schwarz Algorithms for Steady and Unsteady Convection-Diusion Equations Xiao-Chuan Cai Marcus Sarkis y Abstract In this paper, we develop a new class of overlapping Schwarz type algorithms

More information

Exponential integrators for semilinear parabolic problems

Exponential integrators for semilinear parabolic problems Exponential integrators for semilinear parabolic problems Marlis Hochbruck Heinrich-Heine University Düsseldorf Germany Innsbruck, October 2004 p. Outline Exponential integrators general class of methods

More information

On solving linear systems arising from Shishkin mesh discretizations

On solving linear systems arising from Shishkin mesh discretizations On solving linear systems arising from Shishkin mesh discretizations Petr Tichý Faculty of Mathematics and Physics, Charles University joint work with Carlos Echeverría, Jörg Liesen, and Daniel Szyld October

More information

AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends

AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends Lecture 3: Finite Elements in 2-D Xiangmin Jiao SUNY Stony Brook Xiangmin Jiao Finite Element Methods 1 / 18 Outline 1 Boundary

More information

arxiv: v2 [math.na] 8 Apr 2017

arxiv: v2 [math.na] 8 Apr 2017 A LOW-RANK MULTIGRID METHOD FOR THE STOCHASTIC STEADY-STATE DIFFUSION PROBLEM HOWARD C. ELMAN AND TENGFEI SU arxiv:1612.05496v2 [math.na] 8 Apr 2017 Abstract. We study a multigrid method for solving large

More information

Iterative Methods and High-Order Difference Schemes for 2D Elliptic Problems with Mixed Derivative

Iterative Methods and High-Order Difference Schemes for 2D Elliptic Problems with Mixed Derivative Iterative Methods and High-Order Difference Schemes for 2D Elliptic Problems with Mixed Derivative Michel Fournié and Samir Karaa Laboratoire MIP, CNRS UMR 5640, Université Paul Sabatier, 118 route de

More information

Fast iterative solvers for fractional differential equations

Fast iterative solvers for fractional differential equations Fast iterative solvers for fractional differential equations Tobias Breiten a, Valeria Simoncini b, Martin Stoll c a Institute of Mathematics and Scientific Computing, University of Graz, Heinrichstr 36,

More information

On domain decomposition preconditioners for finite element approximations of the Helmholtz equation using absorption

On domain decomposition preconditioners for finite element approximations of the Helmholtz equation using absorption On domain decomposition preconditioners for finite element approximations of the Helmholtz equation using absorption Ivan Graham and Euan Spence (Bath, UK) Collaborations with: Paul Childs (Emerson Roxar,

More information

Zonal modelling approach in aerodynamic simulation

Zonal modelling approach in aerodynamic simulation Zonal modelling approach in aerodynamic simulation and Carlos Castro Barcelona Supercomputing Center Technical University of Madrid Outline 1 2 State of the art Proposed strategy 3 Consistency Stability

More information

Efficient FEM-multigrid solver for granular material

Efficient FEM-multigrid solver for granular material Efficient FEM-multigrid solver for granular material S. Mandal, A. Ouazzi, S. Turek Chair for Applied Mathematics and Numerics (LSIII), TU Dortmund STW user committee meeting Enschede, 25th September,

More information

FEniCS Course. Lecture 0: Introduction to FEM. Contributors Anders Logg, Kent-Andre Mardal

FEniCS Course. Lecture 0: Introduction to FEM. Contributors Anders Logg, Kent-Andre Mardal FEniCS Course Lecture 0: Introduction to FEM Contributors Anders Logg, Kent-Andre Mardal 1 / 46 What is FEM? The finite element method is a framework and a recipe for discretization of mathematical problems

More information

DELFT UNIVERSITY OF TECHNOLOGY

DELFT UNIVERSITY OF TECHNOLOGY DELFT UNIVERSITY OF TECHNOLOGY REPORT 13-10 Comparison of some preconditioners for the incompressible Navier-Stokes equations X. He and C. Vuik ISSN 1389-6520 Reports of the Delft Institute of Applied

More information

Numerical Solutions to Partial Differential Equations

Numerical Solutions to Partial Differential Equations Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University Discretization of Boundary Conditions Discretization of Boundary Conditions On

More information

Preconditioned GMRES Revisited

Preconditioned GMRES Revisited Preconditioned GMRES Revisited Roland Herzog Kirk Soodhalter UBC (visiting) RICAM Linz Preconditioning Conference 2017 Vancouver August 01, 2017 Preconditioned GMRES Revisited Vancouver 1 / 32 Table of

More information

Chebyshev semi-iteration in Preconditioning

Chebyshev semi-iteration in Preconditioning Report no. 08/14 Chebyshev semi-iteration in Preconditioning Andrew J. Wathen Oxford University Computing Laboratory Tyrone Rees Oxford University Computing Laboratory Dedicated to Victor Pereyra on his

More information

Numerical Analysis of Differential Equations Numerical Solution of Elliptic Boundary Value

Numerical Analysis of Differential Equations Numerical Solution of Elliptic Boundary Value Numerical Analysis of Differential Equations 188 5 Numerical Solution of Elliptic Boundary Value Problems 5 Numerical Solution of Elliptic Boundary Value Problems TU Bergakademie Freiberg, SS 2012 Numerical

More information

n i,j+1/2 q i,j * qi+1,j * S i+1/2,j

n i,j+1/2 q i,j * qi+1,j * S i+1/2,j Helsinki University of Technology CFD-group/ The Laboratory of Applied Thermodynamics MEMO No CFD/TERMO-5-97 DATE: December 9,997 TITLE A comparison of complete vs. simplied viscous terms in boundary layer

More information

PROPOSITION of PROJECTS necessary to get credit in the 'Introduction to Parallel Programing in 2014'

PROPOSITION of PROJECTS necessary to get credit in the 'Introduction to Parallel Programing in 2014' PROPOSITION of PROJECTS necessary to get credit in the 'Introduction to Parallel Programing in 2014' GENERALITIES The text may be written in Polish, or English. The text has to contain two parts: 1. Theoretical

More information

Basic Aspects of Discretization

Basic Aspects of Discretization Basic Aspects of Discretization Solution Methods Singularity Methods Panel method and VLM Simple, very powerful, can be used on PC Nonlinear flow effects were excluded Direct numerical Methods (Field Methods)

More information

An advanced ILU preconditioner for the incompressible Navier-Stokes equations

An advanced ILU preconditioner for the incompressible Navier-Stokes equations An advanced ILU preconditioner for the incompressible Navier-Stokes equations M. ur Rehman C. Vuik A. Segal Delft Institute of Applied Mathematics, TU delft The Netherlands Computational Methods with Applications,

More information

Assignment on iterative solution methods and preconditioning

Assignment on iterative solution methods and preconditioning Division of Scientific Computing, Department of Information Technology, Uppsala University Numerical Linear Algebra October-November, 2018 Assignment on iterative solution methods and preconditioning 1.

More information

On the numerical solution of large-scale linear matrix equations. V. Simoncini

On the numerical solution of large-scale linear matrix equations. V. Simoncini On the numerical solution of large-scale linear matrix equations V. Simoncini Dipartimento di Matematica, Università di Bologna (Italy) valeria.simoncini@unibo.it 1 Some matrix equations Sylvester matrix

More information

Computational methods for large-scale matrix equations: recent advances and applications. V. Simoncini

Computational methods for large-scale matrix equations: recent advances and applications. V. Simoncini Computational methods for large-scale matrix equations: recent advances and applications V. Simoncini Dipartimento di Matematica Alma Mater Studiorum - Università di Bologna valeria.simoncini@unibo.it

More information

The HJB-POD approach for infinite dimensional control problems

The HJB-POD approach for infinite dimensional control problems The HJB-POD approach for infinite dimensional control problems M. Falcone works in collaboration with A. Alla, D. Kalise and S. Volkwein Università di Roma La Sapienza OCERTO Workshop Cortona, June 22,

More information

DELFT UNIVERSITY OF TECHNOLOGY

DELFT UNIVERSITY OF TECHNOLOGY DELFT UNIVERSITY OF TECHNOLOGY REPORT 16-02 The Induced Dimension Reduction method applied to convection-diffusion-reaction problems R. Astudillo and M. B. van Gijzen ISSN 1389-6520 Reports of the Delft

More information

Department of Computer Science, University of Illinois at Urbana-Champaign

Department of Computer Science, University of Illinois at Urbana-Champaign Department of Computer Science, University of Illinois at Urbana-Champaign Probing for Schur Complements and Preconditioning Generalized Saddle-Point Problems Eric de Sturler, sturler@cs.uiuc.edu, http://www-faculty.cs.uiuc.edu/~sturler

More information

20. A Dual-Primal FETI Method for solving Stokes/Navier-Stokes Equations

20. A Dual-Primal FETI Method for solving Stokes/Navier-Stokes Equations Fourteenth International Conference on Domain Decomposition Methods Editors: Ismael Herrera, David E. Keyes, Olof B. Widlund, Robert Yates c 23 DDM.org 2. A Dual-Primal FEI Method for solving Stokes/Navier-Stokes

More information

t x 0.25

t x 0.25 Journal of ELECTRICAL ENGINEERING, VOL. 52, NO. /s, 2, 48{52 COMPARISON OF BROYDEN AND NEWTON METHODS FOR SOLVING NONLINEAR PARABOLIC EQUATIONS Ivan Cimrak If the time discretization of a nonlinear parabolic

More information

Structure preserving preconditioner for the incompressible Navier-Stokes equations

Structure preserving preconditioner for the incompressible Navier-Stokes equations Structure preserving preconditioner for the incompressible Navier-Stokes equations Fred W. Wubs and Jonas Thies Computational Mechanics & Numerical Mathematics University of Groningen, the Netherlands

More information

A Finite Element Method for an Ill-Posed Problem. Martin-Luther-Universitat, Fachbereich Mathematik/Informatik,Postfach 8, D Halle, Abstract

A Finite Element Method for an Ill-Posed Problem. Martin-Luther-Universitat, Fachbereich Mathematik/Informatik,Postfach 8, D Halle, Abstract A Finite Element Method for an Ill-Posed Problem W. Lucht Martin-Luther-Universitat, Fachbereich Mathematik/Informatik,Postfach 8, D-699 Halle, Germany Abstract For an ill-posed problem which has its origin

More information

IP-PCG An interior point algorithm for nonlinear constrained optimization

IP-PCG An interior point algorithm for nonlinear constrained optimization IP-PCG An interior point algorithm for nonlinear constrained optimization Silvia Bonettini (bntslv@unife.it), Valeria Ruggiero (rgv@unife.it) Dipartimento di Matematica, Università di Ferrara December

More information

Serendipity Finite Element Methods for Cardiac Electrophysiology Models

Serendipity Finite Element Methods for Cardiac Electrophysiology Models Serendipity Finite Element Methods for Cardiac Electrophysiology Models Andrew Gillette Department of Mathematics University of California, San Diego http://ccom.ucsd.edu/ agillette/ Andrew Gillette -

More information

NAVIER-STOKES OPERATORS HOWARD C. ELMAN UMIACS-TR November Revised July 1996

NAVIER-STOKES OPERATORS HOWARD C. ELMAN UMIACS-TR November Revised July 1996 PERTURBATION OF EIGENVALUES OF PRECONDITIONED NAVIER-STOKES OPERATORS HOWARD C. ELMAN Report CS-TR-3559 UMIACS-TR-95- November 995 Revised July 996 Abstract. We study the sensitivity of algebraic eigenvalue

More information

Transactions on Modelling and Simulation vol 18, 1997 WIT Press, ISSN X

Transactions on Modelling and Simulation vol 18, 1997 WIT Press,  ISSN X Application of the fast multipole method to the 3-D BEM analysis of electron guns T. Nishida and K. Hayami Department of Mathematical Engineering and Information Physics, School of Engineering, University

More information

Kasetsart University Workshop. Multigrid methods: An introduction

Kasetsart University Workshop. Multigrid methods: An introduction Kasetsart University Workshop Multigrid methods: An introduction Dr. Anand Pardhanani Mathematics Department Earlham College Richmond, Indiana USA pardhan@earlham.edu A copy of these slides is available

More information

Application of turbulence. models to high-lift airfoils. By Georgi Kalitzin

Application of turbulence. models to high-lift airfoils. By Georgi Kalitzin Center for Turbulence Research Annual Research Briefs 997 65 Application of turbulence models to high-lift airfoils By Georgi Kalitzin. Motivation and objectives Accurate prediction of the ow over an airfoil

More information

Effective matrix-free preconditioning for the augmented immersed interface method

Effective matrix-free preconditioning for the augmented immersed interface method Effective matrix-free preconditioning for the augmented immersed interface method Jianlin Xia a, Zhilin Li b, Xin Ye a a Department of Mathematics, Purdue University, West Lafayette, IN 47907, USA. E-mail:

More information

Aggregation-based algebraic multigrid

Aggregation-based algebraic multigrid Aggregation-based algebraic multigrid from theory to fast solvers Yvan Notay Université Libre de Bruxelles Service de Métrologie Nucléaire CEMRACS, Marseille, July 18, 2012 Supported by the Belgian FNRS

More information

From Completing the Squares and Orthogonal Projection to Finite Element Methods

From Completing the Squares and Orthogonal Projection to Finite Element Methods From Completing the Squares and Orthogonal Projection to Finite Element Methods Mo MU Background In scientific computing, it is important to start with an appropriate model in order to design effective

More information

FEM-FEM and FEM-BEM Coupling within the Dune Computational Software Environment

FEM-FEM and FEM-BEM Coupling within the Dune Computational Software Environment FEM-FEM and FEM-BEM Coupling within the Dune Computational Software Environment Alastair J. Radcliffe Andreas Dedner Timo Betcke Warwick University, Coventry University College of London (UCL) U.K. Radcliffe

More information

Applied Mathematics 205. Unit III: Numerical Calculus. Lecturer: Dr. David Knezevic

Applied Mathematics 205. Unit III: Numerical Calculus. Lecturer: Dr. David Knezevic Applied Mathematics 205 Unit III: Numerical Calculus Lecturer: Dr. David Knezevic Unit III: Numerical Calculus Chapter III.3: Boundary Value Problems and PDEs 2 / 96 ODE Boundary Value Problems 3 / 96

More information

MODIFIED STREAMLINE DIFFUSION SCHEMES FOR CONVECTION-DIFFUSION PROBLEMS. YIN-TZER SHIH AND HOWARD C. ELMAN y

MODIFIED STREAMLINE DIFFUSION SCHEMES FOR CONVECTION-DIFFUSION PROBLEMS. YIN-TZER SHIH AND HOWARD C. ELMAN y MODIFIED STREAMLINE DIFFUSION SCHEMES FOR CONVECTION-DIFFUSION PROBLEMS YIN-TZER SHIH AND HOWARD C. ELMAN y Abstract. We consider the design of robust and accurate nite element approximation methods for

More information

Finite Element Methods

Finite Element Methods Solving Operator Equations Via Minimization We start with several definitions. Definition. Let V be an inner product space. A linear operator L: D V V is said to be positive definite if v, Lv > for every

More information

A High-Order Discontinuous Galerkin Method for the Unsteady Incompressible Navier-Stokes Equations

A High-Order Discontinuous Galerkin Method for the Unsteady Incompressible Navier-Stokes Equations A High-Order Discontinuous Galerkin Method for the Unsteady Incompressible Navier-Stokes Equations Khosro Shahbazi 1, Paul F. Fischer 2 and C. Ross Ethier 1 1 University of Toronto and 2 Argonne National

More information

GMRESR: A family of nested GMRES methods

GMRESR: A family of nested GMRES methods GMRESR: A family of nested GMRES methods Report 91-80 H.A. van der Vorst C. Vui Technische Universiteit Delft Delft University of Technology Faculteit der Technische Wisunde en Informatica Faculty of Technical

More information

A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems

A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems Etereldes Gonçalves 1, Tarek P. Mathew 1, Markus Sarkis 1,2, and Christian E. Schaerer 1 1 Instituto de Matemática Pura

More information

Regularized HSS iteration methods for saddle-point linear systems

Regularized HSS iteration methods for saddle-point linear systems BIT Numer Math DOI 10.1007/s10543-016-0636-7 Regularized HSS iteration methods for saddle-point linear systems Zhong-Zhi Bai 1 Michele Benzi 2 Received: 29 January 2016 / Accepted: 20 October 2016 Springer

More information

UNIVERSITY OF MARYLAND PRECONDITIONERS FOR THE DISCRETE STEADY-STATE NAVIER-STOKES EQUATIONS CS-TR #4164 / UMIACS TR # JULY 2000

UNIVERSITY OF MARYLAND PRECONDITIONERS FOR THE DISCRETE STEADY-STATE NAVIER-STOKES EQUATIONS CS-TR #4164 / UMIACS TR # JULY 2000 UNIVERSITY OF MARYLAND INSTITUTE FOR ADVANCED COMPUTER STUDIES DEPARTMENT OF COMPUTER SCIENCE PERFORMANCE AND ANALYSIS OF SADDLE POINT PRECONDITIONERS FOR THE DISCRETE STEADY-STATE NAVIER-STOKES EQUATIONS

More information

Optimal multilevel preconditioning of strongly anisotropic problems.part II: non-conforming FEM. p. 1/36

Optimal multilevel preconditioning of strongly anisotropic problems.part II: non-conforming FEM. p. 1/36 Optimal multilevel preconditioning of strongly anisotropic problems. Part II: non-conforming FEM. Svetozar Margenov margenov@parallel.bas.bg Institute for Parallel Processing, Bulgarian Academy of Sciences,

More information

Multilevel Low-Rank Preconditioners Yousef Saad Department of Computer Science and Engineering University of Minnesota. Modelling 2014 June 2,2014

Multilevel Low-Rank Preconditioners Yousef Saad Department of Computer Science and Engineering University of Minnesota. Modelling 2014 June 2,2014 Multilevel Low-Rank Preconditioners Yousef Saad Department of Computer Science and Engineering University of Minnesota Modelling 24 June 2,24 Dedicated to Owe Axelsson at the occasion of his 8th birthday

More information

Splitting methods with boundary corrections

Splitting methods with boundary corrections Splitting methods with boundary corrections Alexander Ostermann University of Innsbruck, Austria Joint work with Lukas Einkemmer Verona, April/May 2017 Strang s paper, SIAM J. Numer. Anal., 1968 S (5)

More information

Solving Large Nonlinear Sparse Systems

Solving Large Nonlinear Sparse Systems Solving Large Nonlinear Sparse Systems Fred W. Wubs and Jonas Thies Computational Mechanics & Numerical Mathematics University of Groningen, the Netherlands f.w.wubs@rug.nl Centre for Interdisciplinary

More information

Mat1062: Introductory Numerical Methods for PDE

Mat1062: Introductory Numerical Methods for PDE Mat1062: Introductory Numerical Methods for PDE Mary Pugh January 13, 2009 1 Ownership These notes are the joint property of Rob Almgren and Mary Pugh 2 Boundary Conditions We now want to discuss in detail

More information

Finite difference method for elliptic problems: I

Finite difference method for elliptic problems: I Finite difference method for elliptic problems: I Praveen. C praveen@math.tifrbng.res.in Tata Institute of Fundamental Research Center for Applicable Mathematics Bangalore 560065 http://math.tifrbng.res.in/~praveen

More information

ON THE GENERALIZED DETERIORATED POSITIVE SEMI-DEFINITE AND SKEW-HERMITIAN SPLITTING PRECONDITIONER *

ON THE GENERALIZED DETERIORATED POSITIVE SEMI-DEFINITE AND SKEW-HERMITIAN SPLITTING PRECONDITIONER * Journal of Computational Mathematics Vol.xx, No.x, 2x, 6. http://www.global-sci.org/jcm doi:?? ON THE GENERALIZED DETERIORATED POSITIVE SEMI-DEFINITE AND SKEW-HERMITIAN SPLITTING PRECONDITIONER * Davod

More information