saddle point system
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2020 ◽  
Vol 23 (1-4) ◽  
Author(s):  
Bram Metsch ◽  
Fabian Nick ◽  
Jörg Kuhnert

AbstractWe investigate algebraic multigrid (AMG) methods for the linear systems arising from the discretization of Navier–Stokes equations via the finite pointset method. In the segregated approach, three pressure systems and one velocity system need to be solved. In the coupled approach, one of the pressure systems is coupled with the velocity system, leading to a coupled velocity-pressure saddle point system. The discretization of the differential operators used in FPM leads to non-symmetric matrices that do not have the M-matrix property. Even though the theoretical framework for many AMG methods requires these properties, our AMG methods can be successfully applied to these matrices and show a robust and scalable convergence when compared to a BiCGStab(2) solver.


2018 ◽  
Vol 33 (4) ◽  
pp. 243-251
Author(s):  
Yuri A. Kuznetsov

Abstract In this paper, we propose and investigate a new preconditioning technique for diffusion problems with multiple small size high contrast inclusions. The inclusions partitioned into two groups. In the first group inclusions the value of diffusion coefficient can be very small, and in the inclusions of the second group it can be very large. The classical P1 finite element discretization is converted in the special algebraic saddle point system. The solution method combines elimination of the DOFs from the first group of inclusions with the Preconditioned Lanczos method with block diagonal preconditioner for the rest of the DOFs. Condition number estimates for the proposed preconditioner are given.


Author(s):  
Yuri A. Kuznetsov

Abstract In this paper, we propose and investigate a new homogenization method for diffusion problems in domains with multiple inclusions with large values of diffusion coefficients. The diffusion problem is approximated by the P1-finite element method on a triangular mesh. The underlying algebraic problem is replaced by a special system with a saddle point matrix. For the solution of the saddle point system we use the typical asymptotic expansion. We prove the error estimates and convergence of the expanded solutions. Numerical results confirm the theoretical conclusions.


2012 ◽  
Vol 4 (2) ◽  
pp. 175-189
Author(s):  
Chunmei Liu ◽  
Shi Shu ◽  
Yunqing Huang ◽  
Liuqiang Zhong ◽  
Junxian Wang

AbstractIn this paper, we propose an iterative two-grid method for the edge finite element discretizations (a saddle-point system) of Perfectly Matched Layer(PML) equations to the Maxwell scattering problem in two dimensions. Firstly, we use a fine space to solve a discrete saddle-point system of H(grad) variational problems, denoted by auxiliary system 1. Secondly, we use a coarse space to solve the original saddle-point system. Then, we use a fine space again to solve a discrete H(curl)-elliptic variational problems, denoted by auxiliary system 2. Furthermore, we develop a regularization diagonal block preconditioner for auxiliary system 1 and use H-X preconditioner for auxiliary system 2. Hence we essentially transform the original problem in a fine space to a corresponding (but much smaller) problem on a coarse space, due to the fact that the above two preconditioners are efficient and stable. Compared with some existing iterative methods for solving saddle-point systems, such as PMinres, numerical experiments show the competitive performance of our iterative two-grid method.


2012 ◽  
Vol 2012 ◽  
pp. 1-12 ◽  
Author(s):  
Ling Jian ◽  
Shuqian Shen ◽  
Yunquan Song

The solution of least squares support vector machines (LS-SVMs) is characterized by a specific linear system, that is, a saddle point system. Approaches for its numerical solutions such as conjugate methods Sykens and Vandewalle (1999) and null space methods Chu et al. (2005) have been proposed. To speed up the solution of LS-SVM, this paper employs the minimal residual (MINRES) method to solve the above saddle point system directly. Theoretical analysis indicates that the MINRES method is more efficient than the conjugate gradient method and the null space method for solving the saddle point system. Experiments on benchmark data sets show that compared with mainstream algorithms for LS-SVM, the proposed approach significantly reduces the training time and keeps comparable accuracy. To heel, the LS-SVM based on MINRES method is used to track a practical problem originated from blast furnace iron-making process: changing trend prediction of silicon content in hot metal. The MINRES method-based LS-SVM can effectively perform feature reduction and model selection simultaneously, so it is a practical tool for the silicon trend prediction task.


1998 ◽  
Vol 2 (1-4) ◽  
pp. 523-526
Author(s):  
M.V Budantsev ◽  
Z.D Kvon ◽  
A.G Pogosov ◽  
E.B Olshanetskii ◽  
D.K Maude ◽  
...  

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