Most finite element methods for solving time-harmonic wave-propagation problems lead to a linear system with a non-normal coefficient matrix. The non-normality is due to boundary conditions and losses. One way to solve these systems is to use a preconditioned iterative method. Detailed mathematical analysis of the convergence properties of these methods is important for developing new and understanding old preconditioners. Due to non-normality, there is currently very little existing literature in this direction. In this paper, we study the convergence of GMRES for such systems by deriving inclusion and exclusion regions for the pseudospectrum of the coefficient matrix. All analysis is done a priori by relating the properties of the weak problem to the coefficient matrix. The inclusion is derived from the stability properties of the problem and the exclusion is established via field of values and boundedness of the weak form. The derived tools are applied to estimate the pseudospectrum of time-harmonic Helmholtz equation with first-order absorbing boundary conditions, with and without a shifted-Laplace preconditioner.
We consider GMRES applied to discretisations of the high-frequency Helmholtz equation with strong trapping; recall that in this situation the problem is exponentially ill-conditioned through an increasing sequence of frequencies. Under certain assumptions about the distribution of the eigenvalues, we prove upper bounds on how the number of GMRES iterations grows with the frequency. Our main focus is on boundary-integral-equation formulations of the exterior Dirichlet and Neumann obstacle problems in 2- and 3-d; for these problems, we investigate numerically the sharpness (in terms of dependenc…
One of the main tools for solving linear systems arising from the discretization of the Helmholtz equation is the shifted Laplace preconditioner, which results from the discretization of a perturbed Helmholtz problem $-Δu - (k^2 + i \varepsilon )u = f$ where $0 \neq \varepsilon \in \mathbb{R}$ is an absorption parameter. In this work we revisit the idea of combining the shifted Laplace preconditioner with two-level deflation and apply it to Helmholtz problems discretized with linear finite elements. We use the convergence theory of GMRES based on the field of values to prove that GMRES applied…
Multilevel Preconditioner with Stable Coarse Grid Corrections for the Helmholtz Equation
Xiamen University（厦门大学）；Nanjing University（南京大学）；Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院计算数学与科学工程计算研究所）
In many applications, linear systems arise where the coefficient matrix takes the special form ${\bf I} + {\bf K} + {\bf E}$, where ${\bf I}$ is the identity matrix of dimension $n$, ${\rm rank}({\bf K}) = p \ll n$, and $\|{\bf E}\| \leq ε< 1$. GMRES convergence rates for linear systems with coefficient matrices of the forms ${\bf I} + {\bf K}$ and ${\bf I} + {\bf E}$ are guaranteed by well-known theory, but only relatively weak convergence bounds specific to matrices of the form ${\bf I} + {\bf K} + {\bf E}$ currently exist. In this paper, we explore the convergence properties of linear syste…
For the Helmholtz equation posed in the exterior of a Dirichlet obstacle, we prove that if there exists a family of quasimodes (as is the case when the exterior of the obstacle has stable trapped rays), then there exist near-zero eigenvalues of the standard variational formulation of the exterior Dirichlet problem (recall that this formulation involves truncating the exterior domain and applying the exterior Dirichlet-to-Neumann map on the truncation boundary). Our motivation for proving this result is that a) the finite-element method for computing approximations to solutions of the Helmholtz…
We are interested in obtaining approximate solutions to parameterized linear systems of the form $A(μ) x(μ) = b$ for many values of the parameter $μ$. Here $A(μ)$ is large, sparse, and nonsingular, with a nonlinear analytic dependence on $μ$. Our approach is based on a companion linearization for parameterized linear systems. The companion matrix is similar to the operator in the infinite Arnoldi method, and we use this to adapt the flexible GMRES setting. In this way, our method returns a function $\tilde{x}(μ)$ which is cheap to evaluate for different $μ$, and the preconditioner is applied o…
Additive Sweeping Preconditioner for the Helmholtz Equation
Department of Mathematics, Stanford University（斯坦福大学数学系）；Institute for Computational and Mathematical Engineering, Stanford University（斯坦福大学计算与数学工程研究所）
Analyzing the wave number dependency of the convergence rate of a multigrid preconditioned Krylov method for the Helmholtz equation with an absorbing layer
This paper explores a family of generalized sweeping preconditionners for Helmholtz problems with non-overlapping checkerboard partition of the computational domain. The domain decomposition procedure relies on high-order transmission conditions and cross-point treatments, which cannot scale without an efficient preconditioning technique when the number of subdomains increases. With the proposed approach, existing sweeping preconditioners, such as the symmetric Gauss-Seidel and parallel double sweep preconditioners, can be applied to checkerboard partitions with different sweeping directions (…
This paper analyses the following question: let $\mathbf{A}_j$, $j=1,2,$ be the Galerkin matrices corresponding to finite-element discretisations of the exterior Dirichlet problem for the heterogeneous Helmholtz equations $\nabla\cdot (A_j \nabla u_j) + k^2 n_j u_j= -f$. How small must $\|A_1 -A_2\|_{L^q}$ and $\|{n_1} - {n_2}\|_{L^q}$ be (in terms of $k$-dependence) for GMRES applied to either $(\mathbf{A}_1)^{-1}\mathbf{A}_2$ or $\mathbf{A}_2(\mathbf{A}_1)^{-1}$ to converge in a $k$-independent number of iterations for arbitrarily large $k$? (In other words, for $\mathbf{A}_1$ to be a good l…
This manuscript presents an efficient solver for the linear system that arises from the Hierarchical Poincaré-Steklov (HPS) discretization of three dimensional variable coefficient Helmholtz problems. Previous work on the HPS method has tied it with a direct solver. This work is the first efficient iterative solver for the linear system that results from the HPS discretization. The solution technique utilizes GMRES coupled with a locally homogenized block-Jacobi preconditioner. The local nature of the discretization and preconditioner naturally yield the matrix-free application of the linear s…
Time-harmonic solutions to the wave equation can be computed in the frequency or in the time domain. In the frequency domain, one solves a discretized Helmholtz equation, while in the time domain, the periodic solutions to a discretized wave equation are sought, e.g. by simulating for a long time with a time-harmonic forcing term. Disadvantages of the time-domain method are that the solutions are affected by temporal discretization errors and that the spatial discretization cannot be freely chosen, since it is inherited from the time-domain scheme. In this work we address these issues. Given a…
We consider one-level additive Schwarz preconditioners for a family of Helmholtz problems with absorption and increasing wavenumber $k$. These problems are discretized using the Galerkin method with nodal conforming finite elements of any (fixed) order on meshes with diameter $h = h(k)$, chosen to maintain accuracy as $k$ increases. The action of the preconditioner requires solution of independent (parallel) subproblems (with impedance boundary conditions) on overlapping subdomains of diameter $H$ and overlap $δ\leq H$. The solutions of these subproblems are linked together using prolongation/…
We propose a pure source transfer domain decomposition method (PSTDDM) for solving the truncated perfectly matched layer (PML) approximation in bounded domain of Helmholtz scattering problem. The method is a modification of the STDDM proposed by [Z. Chen and X. Xiang, SIAM J. Numer. Anal., 51 (2013), pp. 2331--2356]. After decomposing the domain into $N$ non-overlapping layers, the STDDM is composed of two series steps of sources transfers and wave expansions, where $N-1$ truncated PML problems on two adjacent layers and $N-2$ truncated half-space PML problems are solved successively. While th…
We consider one-level additive Schwarz domain decomposition preconditioners for the Helmholtz equation with variable coefficients (modelling wave propagation in heterogeneous media), subject to boundary conditions that include wave scattering problems. Absorption is included as a parameter in the problem. This problem is discretised using $H^1$-conforming nodal finite elements of fixed local degree $p$ on meshes with diameter $h = h(k)$, chosen so that the error remains bounded with increasing $k$. The action of the one-level preconditioner consists of the parallel solution of problems on subd…
Frequency-domain full-waveform inversion (FWI) is suitable for long-offset stationary-recording acquisition, since reliable subsurface models can be reconstructed with a few frequencies and attenuation is easily implemented without computational overhead. In the frequency domain, wave modelling is a Helmholtz-type boundary-value problem which requires to solve a large and sparse system of linear equations per frequency with multiple right-hand sides (sources). This system can be solved with direct or iterative methods. While the former are suitable for FWI application on 3D dense OBC acquisiti…
Morse and Ingard give a coupled system of time-harmonic equations for the temperature and pressure of an excited gas. These equations form a critical aspect of modeling trace gas sensors. Like other wave propagation problems, the computational problem must be closed with suitable far-field boundary conditions. Working in a scattered-field formulation, we adapt a nonlocal boundary condition proposed earlier for the Helmholtz equation to this coupled system. This boundary condition uses a Green's formula for the true solution on the boundary, giving rise to a nonlocal perturbation of standard tr…
The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit the property that Schur complements arising in such problems can be well approximated by hierarchical matrices. An approximate factorization can be computed matrix-free and in a (quasi-)linear number of operations. The nested dissection is specifically designed to aid the factorization process using hierarchical matrices. We demonstrate the viability of the…
Courant Institute of Mathematical Sciences, New York University（纽约大学库朗数学科学研究所）；Center for Computational Sciences and Engineering, Lawrence Berkeley National Laboratory（劳伦斯伯克利国家实验室计算科学与工程中心）；Leon H. Charney Division of Cardiology, Department of Medicine, New York University School of Medicine（纽约大学医学院莱昂·H·查尼心脏病学分部）
