Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification
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Preconditioners for iterative methods (65F08) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Boundary value problems for second-order elliptic equations (35J25) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Abstract: This paper analyses the following question: let , be the Galerkin matrices corresponding to finite-element discretisations of the exterior Dirichlet problem for the heterogeneous Helmholtz equations . How small must and be (in terms of -dependence) for GMRES applied to either or to converge in a -independent number of iterations for arbitrarily large ? (In other words, for to be a good left- or right-preconditioner for ?). We prove results answering this question, give theoretical evidence for their sharpness, and give numerical experiments supporting the estimates. Our motivation for tackling this question comes from calculating quantities of interest for the Helmholtz equation with random coefficients and . Such a calculation may require the solution of many deterministic Helmholtz problems, each with different and , and the answer to the question above dictates to what extent a previously-calculated inverse of one of the Galerkin matrices can be used as a preconditioner for other Galerkin matrices.
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