Conditioning of linear systems arising from penalty methods

DOI10.1553/ETNA_VOL58S394MaRDI QIDQ6105418zbMATH OpenOpenAlexFDO

Authors William Layton, Shuxian Xu

Publication date 9 June 2023

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2206.06971, http://etna.mcs.kent.edu/volumes/2021-2030/vol58/abstract.php?vol=58&pages=394-401

zbMATH Keywords

effective condition numberpenalty method

Mathematics Subject Classification ID

Conditioning of matrices (15A12) Numerical computation of matrix norms, conditioning, scaling (65F35)

Abstract: Penalizing incompressibility in the Stokes problem leads, under mild assumptions, to matrices with condition numbers $kappa=mathcalO(varepsilo{n}^{-1}{h}^{-2})$, $varepsilon=$ penalty parameter $<<1$, and $h=$ mesh width $<1$. Although $kappa=mathcalO(varepsilo{n}^{-1}{h}^{-2})$ is large, practical tests seldom report difficulty in solving these systems. In the SPD case, using the conjugate gradient method, this is usually explained by spectral gaps occurring in the penalized coefficient matrix. Herein we point out a second contributing factor. Since the solution is approximately incompressible, solution components in the eigenspaces associated with the penalty terms can be small. As a result, the effective condition number can be much smaller than the standard condition number.

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Cited in

(7)

• A penalty continuation method for the _ solution of overdetermined linear systems
• Regarding a method of improving the conditionality of a system of linear equations
• Fast and accurate artificial compressibility ensemble algorithms for computing parameterized Stokes-Darcy flow ensembles
• Sufficient conditions for penalty formulation methods in analytical dynamics
• Numerical analysis of penalty-based ensemble methods
• A review on some discrete variational techniques for the approximation of essential boundary conditions
• A hybrid regularization for the Navier-Stokes equations

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