A novel multigrid method for elliptic distributed control problems

DOI10.1016/J.CAM.2022.114771MaRDI QIDQ2088867zbMATH OpenOpenAlexFDO

Authors Yunhui He

Publication date 6 October 2022

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.15088

zbMATH Keywords

local Fourier analysismultigrid methodssaddle-point problemdistributed optimal controlBraess-Sarazin relaxation

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Iterative numerical methods for linear systems (65F10) Optimality conditions for problems involving partial differential equations (49K20)

Abstract: Large linear systems of saddle-point type have arisen in a wide variety of applications throughout computational science and engineering. The discretizations of distributed control problems have a saddle-point structure. The numerical solution of saddle-point problems has attracted considerable interest in recent years. In this work, we propose a novel Braess-Sarazin multigrid relaxation scheme for finite element discretizations of the distributed control problems, where we use the stiffness matrix obtained from the five-point finite difference method for the Laplacian to approximate the inverse of the mass matrix arising in the saddle-point system. We apply local Fourier analysis to examine the smoothing properties of the Braess-Sarazin multigrid relaxation. From our analysis, the optimal smoothing factor for Braess-Sarazin relaxation is derived. Numerical experiments validate our theoretical results. The relaxation scheme considered here shows its high efficiency and robustness with respect to the regularization parameter and grid size.

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Cites work

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Cited in

(3)

• Smoothing Analysis of Two Robust Multigrid Methods for Elliptic Optimal Control Problems
• A Full Multigrid Method for Distributed Control Problems Constrained by Stokes Equations
• Multigrid methods for saddle point problems: optimality systems

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Uses Software

• LFA
• GitHub

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