Preconditioning linear saddle point problems
convergencelinear saddle point problemsnumerical examplespreconditionersscattered data approximationsecond-order elliptic equationStokes problem
Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) 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)
The authors study the construction of preconditioners for linear saddle point problems which are designed to inherit convergence rates from underlying continuous systems which are hence independent of discretization parameters. The approach is illustrated by a Stokes problem, a mixed formulation of a second-order elliptic equation and a scattered data approximation. The authors introduce an abstract class of linear saddle point problems which contains the continuous problems to be studied as well as their discretizations. Properties that render preconditioners useful are formulated on that level. Later it is shown that the differential systems satisfy the required conditions. The presented numerical examples (only for the mixed second-order problem on unit square, constant as well as variable coefficients) confirm the stated independence of the stepsize of discretization. For the entire collection see [Zbl 0863.00021].
- On preconditioner updates for sequences of saddle-point linear systems
- Saddle point least squares preconditioning of mixed methods
- Dimensionally consistent preconditioning for saddle-point problems
- New preconditioners for saddle point problems
- On the preconditioning properties of RHSS preconditioner for saddle-point linear systems
- Preconditioning discretizations of systems of partial differential equations.
- Preconditioning Stochastic Galerkin Saddle Point Systems
- Robust preconditioners for saddle point problems
- Analysis of Preconditioners for Saddle-Point Problems
- Estimates for the Nash--Sofer Preconditioner for the Reduced Hessian for Some Elliptic Variational Inequalities
- Parameter-free H(div) preconditioning for a mixed finite element formulation of diffusion problems
- Large-Scale Scientific Computing
- Stability and preconditioning for a hybrid approximation on the sphere
- Refined saddle-point preconditioners for discretized Stokes problems
- Uniform preconditioners for a parameter dependent saddle point problem with application to generalized Stokes interface equations
This page was built for publication: Preconditioning linear saddle point problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4356928)
