Abstract

Mixed finite element formulations give rise to large, sparse, block linear systems of equations, the solution of which is often sought via a preconditioned iterative technique. In this work we present a general analysis of block-preconditioners based on the stability conditions inherited from the formulation of the finite element method (the Babuska--Brezzi, or inf-sup, conditions). The analysis is motivated by the notions of norm-equivalence and field-of-values-equivalence of matrices. In particular, we give sufficient conditions for diagonal and triangular block-preconditioners to be norm- and field-of-values-equivalent to the system matrix.

MSC codes

  1. 15A60
  2. 65N30
  3. 65F10

Keywords

  1. saddle-point problems
  2. field-of-values-equivalence
  3. norm-equivalence
  4. mixed finite elements
  5. preconditioned Krylov methods

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
M. Arioli, A stopping criterion for the conjugate gradient algorithms in a finite element method framework, Numer. Math., 97 (2004), 1–24
2.
M. Arioli and D. Loghin, Stopping criteria for mixed finite element problems, in preparation, 2003.
3.
M. Arioli, D. Loghin, and A. J. Wathen, Stopping Criteria for Iterations in Finite Element Methods, Technical Report TR/PA/03‐21, CERFACS, Toulouse, France, 2003.
4.
M. Arioli, E. Noulard, A. Russo, Stopping criteria for iterative methods: applications to PDE’s, Calcolo, 38 (2001), 97–112
5.
Douglas Arnold, Richard Falk, Ragnar Winther, Preconditioning discrete approximations of the Reissner‐Mindlin plate model, RAIRO Modél. Math. Anal. Numér., 31 (1997), 517–557
6.
Douglas Arnold, Richard Falk, R. Winther, Preconditioning in H(div) and applications, Math. Comp., 66 (1997), 957–984
7.
Ivo Babuška, Error‐bounds for finite element method, Numer. Math., 16 (1970/1971), 322–333
8.
I. Babuška, J. Oden, J. Lee, Mixed‐hybrid finite element approximations of second‐order elliptic boundary‐value problems, Comput. Methods Appl. Mech. Engrg., 11 (1977), 175–206
9.
I. Babuška, J. Oden, J. Lee, Mixed‐hybrid finite element approximations of second‐order elliptic boundary value problems. II. Weak‐hybrid methods, Comput. Methods Appl. Mech. Engrg., 14 (1978), 1–22
10.
J. H. Bramble and J. E. Pasciak, A preconditioning technique for indefinite systems resulting from mixed approximations of elliptic problems, Math. Comp., 50 (1988), pp. 1–17.
11.
J. Bramble, J. Pasciak, Iterative techniques for time dependent Stokes problems, Comput. Math. Appl., 33 (1997), 13–30, Approximation theory and applications
12.
Franco Brezzi, Klaus‐Jürgen Bathe, A discourse on the stability conditions for mixed finite element formulations, Comput. Methods Appl. Mech. Engrg., 82 (1990), 27–57, Reliability in computational mechanics (Austin, TX, 1989)
13.
B. Brown, P. Jimack, M. Mihajlović, An efficient direct solver for a class of mixed finite element problems, Appl. Numer. Math., 38 (2001), 1–20
14.
J. Cahouet, J.‐P. Chabard, Some fast 3D finite element solvers for the generalized Stokes problem, Internat. J. Numer. Methods Fluids, 8 (1988), 869–895
15.
Z. Cai, R. Lazarov, T. Manteuffel, S. McCormick, First‐order system least squares for second‐order partial differential equations. I, SIAM J. Numer. Anal., 31 (1994), 1785–1799
16.
Hsing‐Hsia Chen, John Strikwerda, Preconditioning for regular elliptic systems, SIAM J. Numer. Anal., 37 (1999), 131–151
17.
Zhangxin Chen, Richard Ewing, Raytcho Lazarov, Domain decomposition algorithms for mixed methods for second‐order elliptic problems, Math. Comp., 65 (1996), 467–490
18.
H. C. Elman, Iterative Methods for Large Sparse Non‐Symmetric Systems of Linear Equations, Ph.D. thesis, Yale University, New Haven, CT, 1982.
19.
Howard Elman, Preconditioning for the steady‐state Navier‐Stokes equations with low viscosity, SIAM J. Sci. Comput., 20 (1999), 1299–1316
20.
Howard Elman, David Silvester, Fast nonsymmetric iterations and preconditioning for Navier‐Stokes equations, SIAM J. Sci. Comput., 17 (1996), 33–46, Special issue on iterative methods in numerical linear algebra (Breckenridge, CO, 1994)
21.
Howard Elman, David Silvester, Andrew Wathen, Performance and analysis of saddle point preconditioners for the discrete steady‐state Navier‐Stokes equations, Numer. Math., 90 (2002), 665–688
22.
V. Faber, Thomas Manteuffel, Seymour Parter, On the theory of equivalent operators and application to the numerical solution of uniformly elliptic partial differential equations, Adv. in Appl. Math., 11 (1990), 109–163
23.
A. Wathen, B. Fischer, D. Silvester, The convergence of iterative solution methods for symmetric and indefinite linear systems, Pitman Res. Notes Math. Ser., Vol. 380, Longman, Harlow, 1998, 230–243
24.
R. Glowinski, O. Pironneau, Numerical methods for the first biharmonic equation and the two‐dimensional Stokes problem, SIAM Rev., 21 (1979), 167–212
25.
Roland Glowinski, Mary Wheeler, Domain decomposition and mixed finite element methods for elliptic problems, SIAM, Philadelphia, PA, 1988, 144–172
26.
G. Golub, G. Meurant, Matrices, moments and quadrature. II. How to compute the norm of the error in iterative methods, BIT, 37 (1997), 687–705, Direct methods, linear algebra in optimization, iterative methods (Toulouse, 1995/1996)
27.
Gene Golub, Zdeněk Strakoš, Estimates in quadratic formulas, Numer. Algorithms, 8 (1994), 241–268
28.
Anne Greenbaum, Iterative methods for solving linear systems, Frontiers in Applied Mathematics, Vol. 17, Society for Industrial and Applied Mathematics (SIAM), 1997xiv+220
29.
Roger Horn, Charles Johnson, Matrix analysis, Cambridge University Press, 1985xiii+561
30.
Roger Horn, Charles Johnson, Topics in matrix analysis, Cambridge University Press, 1991viii+607
31.
D. Kay and D. Loghin, A Green’s Function Preconditioner for the Steady‐State Navier‐Stokes Equations, Technical Report 99/06, Oxford University Computing Laboratory, Oxford, 1999.
32.
David Kay, Daniel Loghin, Andrew Wathen, A preconditioner for the steady‐state Navier‐Stokes equations, SIAM J. Sci. Comput., 24 (2002), 237–256
33.
Axel Klawonn, Block‐triangular preconditioners for saddle point problems with a penalty term, SIAM J. Sci. Comput., 19 (1998), 172–184, Special issue on iterative methods (Copper Mountain, CO, 1996)
34.
Axel Klawonn, Gerhard Starke, Block triangular preconditioners for nonsymmetric saddle point problems: field‐of‐values analysis, Numer. Math., 81 (1999), 577–594
35.
Piotr Krzyżanowski, On block preconditioners for nonsymmetric saddle point problems, SIAM J. Sci. Comput., 23 (2001), 157–169
36.
D. Loghin, Analysis of preconditioned Picard iterations for the Navier‐Stokes equations, Numer. Math., submitted.
37.
Gérard Meurant, Numerical experiments in computing bounds for the norm of the error in the preconditioned conjugate gradient algorithm, Numer. Algorithms, 22 (1999), 353–365
38.
M. D. Mihajlovic and D. J. Silvester, A black‐box multigrid preconditioner fo the biharmonic equation, BIT, to appear.
39.
J.‐C. Nédélec, Mixed finite elements in R3, Numer. Math., 35 (1980), 315–341
40.
A. Pehlivanov, G. Carey, R. Lazarov, Least‐squares mixed finite elements for second‐order elliptic problems, SIAM J. Numer. Anal., 31 (1994), 1368–1377
41.
I. Perugia and V. Simoncini, Optimal and Quasi‐optimal Preconditioners for Certain Mixed Finite Element Approximations, Technical Report 1098, Istituto di Analisi Numerica del C. N. R., Pavia, Italy, 1998.
42.
I. Perugia, V. Simoncini, M. Arioli, Linear algebra methods in a mixed approximation of magnetostatic problems, SIAM J. Sci. Comput., 21 (1999), 1085–1101
43.
P.‐A. Raviart, J. Thomas, A mixed finite element method for 2nd order elliptic problems, Springer, Berlin, 1977, 0–0, 292–315. Lecture Notes in Math., Vol. 606
44.
P.‐A. Raviart, J. Thomas, Dual finite element models for second order elliptic problems, Wiley, Chichester, 1979, 175–191
45.
J. Reddy, J. Oden, Mixed finite‐element approximations of linear boundary‐value problems, Quart. Appl. Math., 33 (1975/76), 255–280
46.
J. Roberts, J.‐M. Thomas, Mixed and hybrid methods, Handb. Numer. Anal., II, North‐Holland, Amsterdam, 1991, 523–639
47.
Torgeir Rusten, Ragnar Winther, Substructure preconditioners for elliptic saddle point problems, Math. Comp., 60 (1993), 23–48
48.
Yousef Saad, Iterative methods for sparse linear systems, Society for Industrial and Applied Mathematics, 2003xviii+528
49.
David Silvester, Andrew Wathen, Fast iterative solution of stabilised Stokes systems. II. Using general block preconditioners, SIAM J. Numer. Anal., 31 (1994), 1352–1367
50.
V. Simoncini, Block triangular preconditioners for saddle‐point problems, Appl. Numer. Math, 49 (2004), pp. 63–80.
51.
Panayot Vassilevski, Raytcho Lazarov, Preconditioning mixed finite element saddle‐point elliptic problems, Numer. Linear Algebra Appl., 3 (1996), 1–20
52.
Panayot Vassilevski, Jun Wang, Multilevel iterative methods for mixed finite element discretizations of elliptic problems, Numer. Math., 63 (1992), 503–520
53.
Andrew Wathen, David Silvester, Fast iterative solution of stabilised Stokes systems. I. Using simple diagonal preconditioners, SIAM J. Numer. Anal., 30 (1993), 630–649

Information & Authors

Information

Published In

cover image SIAM Journal on Scientific Computing
SIAM Journal on Scientific Computing
Pages: 2029 - 2049
ISSN (online): 1095-7197

History

Published online: 25 July 2006

MSC codes

  1. 15A60
  2. 65N30
  3. 65F10

Keywords

  1. saddle-point problems
  2. field-of-values-equivalence
  3. norm-equivalence
  4. mixed finite elements
  5. preconditioned Krylov methods

Authors

Affiliations

Metrics & Citations

Metrics

Citations

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited By

View Options

View options

PDF

View PDF

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share on social media