A Robust Two-Level Incomplete Factorization for (Navier–)Stokes Saddle Point Matrices

DOI10.1137/100789439zbMATH Open1427.65038arXiv1006.1874OpenAlexW2169725683MaRDI QIDQ3225547FDOQ3225547

Authors: Fred. W. Wubs, Jonas Thies 

Publication date: 21 March 2012

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Abstract: We present a new hybrid direct/iterative approach to the solution of a special class of saddle point matrices arising from the discretization of the steady incompressible Navier-Stokes equations on an Arakawa C-grid. The two-level method introduced here has the following properties: (i) it is very robust, even close to the point where the solution becomes unstable; (ii) a single parameter controls fill and convergence, making the method straightforward to use; (iii) the convergence rate is independent of the number of unknowns; (iv) it can be implemented on distributed memory machines in a natural way; (v) the matrix on the second level has the same structure and numerical properties as the original problem, so the method can be applied recursively; (vi) the iteration takes place in the divergence- free space, so the method qualifies as a 'constraint preconditioner'; (vii) the approach can also be applied to Poisson problems. This work is also relevant for problems in which similar saddle point matrices occur, for instance when simulating electrical networks, where one has to satisfy Kirchhoff's conservation law for currents.

Full work available at URL: https://arxiv.org/abs/1006.1874

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zbMATH Keywords

saddle point problemelectrical networksincomplete factorizationindefinite matrixincompressible (Navier-)Stokes equationsconstraint preconditioning\(\mathcal{F}\)-matrixarakawa C-gridgrid-independent convergence

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Stokes and related (Oseen, etc.) flows (76D07)

Cited In (2)

• Accelerating Poisson solvers in front tracking method using parallel direct methods
• Numerically stable LDLT-factorization of F-type saddle point matrices

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