A Boundary-Layer Preconditioner for Singularly Perturbed Convection Diffusion
Abstract
Motivated by a wide range of real-world problems whose solutions exhibit boundary and interior layers, the numerical analysis of discretizations of singularly perturbed differential equations is an established subdiscipline within the study of the numerical approximation of solutions to differential equations. Consequently, much is known about how to accurately and stably discretize such equations on a priori adapted meshes in order to properly resolve the layer structure present in their continuum solutions. However, despite being a key step in the numerical simulation process, much less is known about the efficient and accurate solution of the linear systems of equations corresponding to these discretizations. In this paper, we discuss problems associated with the application of direct solvers to these discretizations, and we propose a preconditioning strategy that is tuned to the matrix structure induced by using layer-adapted meshes for convection-diffusion equations, proving a strong condition-number bound on the preconditioned system in one spatial dimension and a weaker bound in two spatial dimensions. Numerical results confirm the efficiency of the resulting preconditioners in one and two dimensions, with time-to-solution of less than one second for representative problems on 1024 x 1024 meshes and up to 40x speedup over standard sparse direct solvers.
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Published In
SIAM Journal on Matrix Analysis and Applications
Pages: 561 - 583
DOI: 10.1137/21M1443297
ISSN (online): 1095-7162
Copyright
© 2022, Society for Industrial and Applied Mathematics.
History
Submitted: 31 August 2021
Accepted: 14 December 2021
Published online: 13 April 2022
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Natural Sciences and Engineering Research Council of Canada https://doi.org/10.13039/501100000038
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