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Kronecker product approximation preconditioners for convection–diffusion model problems
Authors:Hua Xiang  Laura Grigori
Affiliation:1. Laboratoire J.L. Lions, CNRS UMR 7598, Université Pierre et Marie Curie, 175 rue du Chevaleret, 75013 Paris, France;2. School of Mathematics and Statistics, Wuhan University, Wuhan 430072, People's Republic of China;3. INRIA Saclay‐Ile de France, Laboratoire de Recherche en Informatique, Bat 490 Université Paris‐Sud 11, 91405 Orsay Cedex, France
Abstract:We consider the iterative solution of linear systems arising from four convection–diffusion model problems: scalar convection–diffusion problem, Stokes problem, Oseen problem and Navier–Stokes problem. We design preconditioners for these model problems that are based on Kronecker product approximations (KPAs). For this we first identify explicit Kronecker product structure of the coefficient matrices, in particular for the convection term. For the latter three model cases, the coefficient matrices have a 2 × 2 block structure, where each block is a Kronecker product or a summation of several Kronecker products. We then use this structure to design a block diagonal preconditioner, a block triangular preconditioner and a constraint preconditioner. Numerical experiments show the efficiency of the three KPA preconditioners, and in particular of the constraint preconditioner that usually outperforms the other two. This can be explained by the relationship that exists between these three preconditioners: the constraint preconditioner can be regarded as a modification of the block triangular preconditioner, which at its turn is a modification of the block diagonal preconditioner based on the cell Reynolds number. Copyright © 2009 John Wiley & Sons, Ltd.
Keywords:Kronecker product approximation  preconditioner  convection–  diffusion  saddle point systems
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