On the convergence of basic iterative methods for convection-diffusion equations

DOI10.1002/(SICI)1099-1506(199907/08)6:5%3C329::AID-NLA167%3E3.0.CO;2-AMaRDI QIDQ2760360zbMATH OpenOpenAlexFDO

Authors Jürgen Bey, Arnold Reusken

Publication date 19 December 2001

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/(sici)1099-1506(199907/08)6:5%3C329::aid-nla167%3E3.0.co;2-a

zbMATH Keywords

artificial diffusion methodbasic iterative methodsbox methodconvection-diffusion equationsconvergencedamped Gauss-Seidel iterationdamped Jacobi iterationfinite elementTabata upwind triangle method

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Review text

Let us denote by \(PD\) ad \(SPD\) the class of positive definite and symmetric positive definite matrices respectively. Let \(M_0\) be the class of matrices from \(PD\) with non-positive off-diagonal elements and let \(SPD.M_0\) denote the class of matrices \(A=A_d + A_c\) such that \(A_d \in SPD\), \(A_c \in M_0\). The authors prove that the damped Jacobi iteration converges for systems of linear equations with matrices from the superclass \(PD\) of the class \(SPD.M_0\) and describe the related damping parameters \(\Theta \). They present matrices from the class \(SPD.M_0\) for which the damped Gauss-Seidel iteration diverges for all values of \(\Theta \). Finally, they prove that a modification of the damped Gauss-Seidel method, called a hybrid method, converges in the whole class \(PD\). These results are shown to be useful in the study of convergence of the above-mentioned iteration methods for systems of linear equations resulting from finite element discretizations of the convection-diffusion problems by means of the artificial diffusion method, the Tabata upwind triangle method and by the box method.

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Cites work

• Downwind Gauß-Seidel Smoothing for Convection Dominated Problems
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• On first and second order box schemes
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• Some Error Estimates for the Box Method
• Some upwinding techniques for finite element approximations of convection-diffusion equations

Cited in

(9)

• The convergence of classical Schwarz methods applied to convection--diffusion problems with regular boundary layers
• Provable convergence of blow-up time of numerical approximations for a class of convection-diffusion equations
• Mass-corrections for the conservative coupling of flow and transport on collocated meshes
• Algebraic multigrid for stabilized finite element discretizations of the Navier--Stokes equations
• Convergence of Inner Iterations for Finite-Difference Approximations to the Linear Transport Equation
• scientific article; zbMATH DE number 5630877 (Why is no real title available?)
• scientific article; zbMATH DE number 4106203 (Why is no real title available?)
• scientific article; zbMATH DE number 851012 (Why is no real title available?)
• Proof on the convergence of TDMA algorithm in the iterative solutions of two-dimensional convection-diffusion problems

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