Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification

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Abstract: This paper analyses the following question: let mathbfAj, j=1,2, be the Galerkin matrices corresponding to finite-element discretisations of the exterior Dirichlet problem for the heterogeneous Helmholtz equations ablacdot(Ajablauj)+k2njuj=f. How small must |A1A2|Lq and |n1n2|Lq be (in terms of k-dependence) for GMRES applied to either (mathbfA1)1mathbfA2 or mathbfA2(mathbfA1)1 to converge in a k-independent number of iterations for arbitrarily large k? (In other words, for mathbfA1 to be a good left- or right-preconditioner for mathbfA2?). 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 A and n. Such a calculation may require the solution of many deterministic Helmholtz problems, each with different A and n, 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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