The Newton's method for solving stationary Navier-Stokes equations (NSE) is known to convergent fast, however, may fail due to a bad initial guess. This work presents a simple-to-implement nonlinear preconditioning of Newton's iteration, that remains the quadratic convergence and enlarges the domain of convergence. The proposed AAPicard-Newton method adds the Anderson accelerated Picard step at each iteration of Newton's method for solving NSE, which has been shown globally stable for the relaxation parameter $β_{k+1}\equiv1$ in the Anderson acceleration optimization step, convergent quadratically, and converges faster with a smaller convergence rate for large Reynolds number. Several benchmark numerical tests have been tested and are well-aligned with the theoretical results.
Numerical simulation of incompressible viscous flow, in particular in three space dimensions, continues to remain a challenging task. Space-time finite element methods feature the natural construction of higher order discretization schemes. They offer the potential to achieve accurate results on computationally feasible grids. Linearizing the resulting algebraic problems by Newton's method yields linear systems with block matrices built of $(k+1)\times (k+1)$ saddle point systems, where $k$ denotes the polynomial order of the variational time discretization. We demonstrate numerically the effi…
We derive novel, fast, and parameter-robust preconditioned iterative methods for steady and time-dependent Navier--Stokes control problems. Our approach may be applied to time-dependent problems which are discretized using backward Euler or Crank--Nicolson, and is also a valuable candidate for Stokes control problems discretized using Crank--Nicolson. The key ingredients of the solver are a saddle-point type approximation for the linear systems, an inner iteration for the $(1,1)$-block accelerated by a preconditioner for convection--diffusion control, and an approximation to the Schur compleme…
Preconditioning of a coupled Cahn--Hilliard Navier--Stokes system
The University of British Columbia（不列颠哥伦比亚大学）；Technical University München（慕尼黑工业大学）；Max Planck Institute for Dynamics of Complex Technical Systems（马克斯·普朗克复杂技术系统动力学研究所）
We develop a novel iterative solution method for the incompressible Navier-Stokes equations with boundary conditions coupled with reduced models. The iterative algorithm is designed based on the variational multiscale formulation and the generalized-$α$ scheme. The spatiotemporal discretization leads to a block structure of the resulting consistent tangent matrix in the Newton-Raphson procedure. As a generalization of the conventional block preconditioners, a three-level nested block preconditioner is introduced to attain a better representation of the Schur complement, which plays a key role …
Nonlinear Preconditioning: How to use a Nonlinear Schwarz Method to Precondition Newton's Method
University of Strathclyde（斯特拉斯克莱德大学）；Université de Genève（日内瓦大学）；Université Nice Sophia Antipolis（尼斯索菲亚安蒂波利斯大学）；Inria（法国国家数字科学研究所）；Hong Kong Baptist University（香港浸会大学）
Substructured domain decomposition (DD) methods have been extensively studied, and they are usually associated with nonoverlapping decompositions. We introduce here a substructured version of Restricted Additive Schwarz (RAS) which we call SRAS, and we discuss its advantages compared to the standard volume formulation of the Schwarz method when they are used both as iterative solvers and preconditioners for a Krylov method. To extend SRAS to nonlinear problems, we introduce SRASPEN (Substructured Restricted Additive Schwarz Preconditioned Exact Newton), where SRAS is used as a preconditioner f…
This paper studies the performance Newton's iteration applied with Anderson acceleration for solving the incompressible steady Navier-Stokes equations. We manifest that this method converges superlinearly with a good initial guess, and moreover, a large Anderson depth decelerates the convergence speed comparing to a small Anderson depth. We observe that the numerical tests confirm these analytical convergence results, and in addition, Anderson acceleration sometimes enlarges the domain of convergence for Newton's method.
An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear equation with continuous/discontinuous coefficients. The stabilities and convergences of the two schemes are proved under several suitable assumptions, and numerical examples show that the convergence orders of these two schemes are $1$ in both time and space. Secondly, a nonlinear all-at-once system is derived based on the nonlinear implicit scheme, which may s…
We propose domain decomposition preconditioners for the solution of an integral equation formulation of forward and inverse acoustic scattering problems with point scatterers. We study both forward and inverse problems and propose preconditioning techniques to accelerate the iterative solvers. For the forward scattering problem, we extend the domain decomposition based preconditioning techniques presented for partial differential equations in {\em "A restricted additive Schwarz preconditioner for general sparse linear systems", SIAM Journal on Scientific Computing, 21 (1999), pp. 792--797}, to…
In this work, we consider fracture propagation in nearly incompressible and (fully) incompressible materials using a phase-field formulation. We use a mixed form of the elasticity equation to overcome volume locking effects and develop a robust, nonlinear and linear solver scheme and preconditioner for the resulting system. The coupled variational inequality system, which is solved monolithically, consists of three unknowns: displacements, pressure, and phase-field. Nonlinearities due to coupling, constitutive laws, and crack irreversibility are solved using a combined Newton algorithm for the…
Preconditioning PDE-constrained optimization with $\rm L^1$-sparsity and control constraints
Università degli Studi di Firenze（佛罗伦萨大学）；Università di Bologna（博洛尼亚大学）；Max Planck Institute for Dynamics of Complex Technical Systems（马克斯·普朗克复杂技术系统动力学研究所）
Interface-Aware Neural Newton Preconditioning for Robust Cohesive Zone Model Simulations
National Center for Applied Mathematics, Tianjin University（天津大学国家应用数学中心）；School of Mechanical and Aerospace Engineering, Jilin University（吉林大学机械与航空航天工程学院）
This work focuses on the development of a two-step field-split nonlinear preconditioner to accelerate the convergence of two-phase flow and transport in heterogeneous porous media. We propose a field-split algorithm named Field-Split Multiplicative Schwarz Newton (FSMSN), consisting in two steps: first, we apply a preconditioning step to update pressure and saturations nonlinearly by solving approximately two subproblems in a sequential fashion; then, we apply a global step relying on a Newton update obtained by linearizing the system at the preconditioned state. Using challenging test cases, …
We develop and analyze a broad family of stochastic/randomized algorithms for inverting a matrix. We also develop specialized variants maintaining symmetry or positive definiteness of the iterates. All methods in the family converge globally and linearly (i.e., the error decays exponentially), with explicit rates. In special cases, we obtain stochastic block variants of several quasi-Newton updates, including bad Broyden (BB), good Broyden (GB), Powell-symmetric-Broyden (PSB), Davidon-Fletcher-Powell (DFP) and Broyden-Fletcher-Goldfarb-Shanno (BFGS). Ours are the first stochastic versions of t…
Augmented Lagrangian preconditioning for a simplified Ericksen--Leslie model of nematic liquid crystals
College of Science, National University of Defense Technology（国防科技大学理学院）；College of Meteorology and Oceanography, National University of Defense Technology（国防科技大学气象海洋学院）
Monolithic and Block Overlapping Schwarz Preconditioners for the Incompressible Navier-Stokes Equations
Delft Institute of Applied Mathematics, Delft University of Technology（代尔夫特理工大学应用数学研究所）；Department of Mathematics and Computer Science, University of Cologne（科隆大学数学与计算机科学系）；Center for Data and Simulation Science, University of Cologne（科隆大学数据与模拟科学中心）
We introduce a software package called HIFIR for preconditioning sparse, unsymmetric, ill-conditioned, and potentially singular systems. HIFIR computes a hybrid incomplete factorization, which combines multilevel incomplete LU factorization with a truncated, rank-revealing QR factorization on the final Schur complement. This novel hybridization is based on the new theory of approximate generalized inverse and $ε$-accuracy. It enables near-optimal preconditioners for consistent systems and enables flexible GMRES to solve inconsistent systems when coupled with iterative refinement. In this paper…
We consider here a cell-centered finite difference approximation of the Richards equation in three dimensions, averaging for interface values the hydraulic conductivity $K=K(p)$, a highly nonlinear function, by arithmetic, upstream, and harmonic means. The nonlinearities in the equation can lead to changes in soil conductivity over several orders of magnitude and discretizations with respect to space variables often produce stiff systems of differential equations. A fully implicit time discretization is provided by \emph{backward Euler} one-step formula; the resulting nonlinear algebraic syste…
This paper extends the algorithm of Benner, Heinkenschloss, Saak, and Weichelt: An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations, Applied Numerical Mathematics Vol.~108 (2016), pp.~125--142, doi:10.1016/j.apnum.2016.05.006 to Riccati equations associated with Hessenberg index-2 Differential Algebratic Equation (DAE) systems. Such DAE systems arise, e.g., from semi-discretized, linearized (around steady state) Navier-Stokes equations. The solution of the associated Riccati equation is important, e.g., to compute feedback laws that stabilize the Navier-Stokes equ…
This paper proposes a computer-assisted solution existence verification method for the stationary Navier-Stokes equation over general 3D domains. The proposed method verifies that the exact solution as the fixed point of the Newton iteration exists around the approximate solution through rigorous computation and error estimation. The explicit values of quantities required by applying the fixed point theorem are obtained by utilizing newly developed quantitative error estimation for finite element solutions to boundary value problems and eigenvalue problems of the Stokes equation.
An energetically balanced, implicit integrator for non-hydrostatic vertical atmospheric dynamics on the sphere is presented. The integrator allows for the exact balance of energy exchanges in space and time for vertical atmospheric motions by preserving the skew-symmetry of the non-canonical Hamiltonian formulation of the compressible Euler equations. The performance of the integrator is accelerated by a preconditioning strategy that reduces the dimensionality of the inner linear system. Here we reduce the four component velocity, density, density weighted potential temperature and Exner press…
