On Tue, Apr 29, 2008 at 12:28 PM, Boyce Griffith <griffith at cims.nyu.edu> 
wrote:

> Hi, Matt et al. --
>
> Do people ever use standard projection methods as preconditioners for these 
> kinds of problems?
>
> I have been playing around with doing this in the context of a staggered grid 
> (MAC) finite difference scheme.  It is probably not much of a surprise, but 
> for problems where an exact projection method is actually an exact Stokes 
> solver (e.g., in the case of periodic boundary conditions), one can obtain 
> convergence with a single application of the projection preconditioner when 
> it is paired up with FGMRES.  I'm still working on implementing physical 
> boundaries and local mesh refinement for this formulation, so it isn't clear 
> how well this approach works for less trivial situations.

If I understand you correctly, Wathen and Golub have a paper on this.
Basically, it says using

  / \hat A    B \
  \     B^T  0 /

as a preconditioner is great since all the eigenvalues for the
constraint are preserved.

  Matt

>
> Thanks,
>
> -- Boyce
>
>
>
>
> Matthew Knepley wrote:
>
> > 1) I believe the Wathen-Elman-Silvester stuff is the best out there of the
> >    shelf. I love the review
> >
> >     A.C. de Niet and F.W. Wubs "Two preconditioners for saddle point
> > problems in fluid flows"
> >     Int. J. Num. Meth. Fluids 2007: 54: 355-377
> >
> > 2) Note in there that Augmented Lagrangian preconditioning (ala Axelsson) 
> > works
> >    even better, but the system is harder to invert. I like these
> > because you only need
> >    one field in the formulation, instead of having a mixed system.
> > This is detailed in
> >    Brenner & Scott (Iterated Penalty method).
> >
> > 3) If you want a mixed system, there is new code in PETSc
> > (PCFieldSplit) to do exactly
> >    what you want, and it works automatically with DAs. If you do it
> > by hand, you provide
> >    explicitly the IS for each field.
> >
> >  Matt
> >
> > On Tue, Apr 29, 2008 at 10:14 AM, Jed Brown <jed at 59a2.org> wrote:
> >
> > > On Tue 2008-04-29 10:44, Lisandro Dalcin wrote:
> > >  > Well, I've worked hard on similar methods, but for incompressible NS
> > >  > equations (pressure-convection preconditioners, Elman et al.). I
> > >  > abandoned temporarily this research, but I was not able to get decent
> > >  > results. However, for Stokes flow it seens to work endeed, but never
> > >  > studied this seriously.
> > >
> > >  My experiments with the Stokes problem shows that it takes about four 
> > > times as
> > >  long to solve the indefinite Stokes system as it takes to solve a poisson
> > >  problem with the same number of degrees of freedom.  For instance, in 3D 
> > > with
> > >  half a million degrees of freedom, the Stokes problem takes 2 minutes on 
> > > my
> > >  laptop while the poisson problem takes 30 seconds (both are using 
> > > algebraic
> > >  multigrid as the preconditioner).  Note that these tests are for a 
> > > Chebyshev
> > >  spectral method where the (unformed because it is dense) system matrix is
> > >  applied via DCT, but a low-order finite difference or finite element
> > >  approximation on the collocation nodes is used to obtain a sparse matrix 
> > > with
> > >  equivalent spectral properties, to which AMG is applied.  With a finite
> > >  difference discretization (src/ksp/ksp/examples/tutorials/ex22.c) the 
> > > same sized
> > >  3D poisson problem takes 13 seconds with AMG and 8 with geometric 
> > > multigrid.
> > >  This is not a surprise since the conditioning of the spectral system is 
> > > much
> > >  worse, O(p^4) versus O(n^2), since the collocation nodes are 
> > > quadratically
> > >  clustered.
> > >
> > >  I've read Elman et al. 2002 ``Performance and analysis of saddle point
> > >  preconditioners for the discrete steady-state Navier-Stokes equations'' 
> > > but I
> > >  haven't implemented anything there since I'm mostly interested in slow 
> > > flow.
> > >  Did your method work well for the Stokes problem, but poorly for NS?  I 
> > > found
> > >  that performance was quite dependent on the number of iterations at each 
> > > level
> > >  and the strength of the viscous preconditioner.  I thought my approach 
> > > was
> > >  completely na?ve, but it seems to work reasonably well.  Certainly it is 
> > > much
> > >  faster than SPAI/ParaSails which is the alternative.
> > >
> > >
> > >  > I'll comment you the degree of abstraction I could achieve. In my base
> > >  > FEM code, I have a global [F, G; D C] matrix (I use stabilized
> > >  > methods) built from standard linear elements and partitioned across
> > >  > processors in a way inherited by the mesh partitioner (metis). So the
> > >  > F, G, D, C entries are all 'interleaved' at each proc.
> > >  >
> > >  > In order to extract the blocks as parallel matrices from the goblal
> > >  > saddle-point parallel matrix, I used MatGetSubmatrix, for this I
> > >  > needed to build two index set for momentum eqs and continuity eqs
> > >  > local at each proc but in global numbering. Those index set are the
> > >  > only input required (apart from the global matrix) to build the
> > >  > preconditioner.
> > >
> > >  This seems like the right approach.  I am extending my collocation 
> > > approach to a
> > >  hp-element version, so the code you wrote might be very helpful.  How 
> > > difficult
> > >  would it be to extend to the case where the matrices could be MatShell?  
> > > That
> > >  is, to form the preconditioners, we only need entries for approximations 
> > > S' and
> > >  F' to S and F respectively; the rest can be MatShell.  In my case, F' is 
> > > a
> > >  finite difference or Q1 finite element discretization on the collocation 
> > > nodes
> > >  and S' is the mass matrix (which is the identity for collocation).
> > >
> > >  Would it be useful for me to strip my code down to make an example?  
> > > It's not
> > >  parallel since it does DCTs of the entire domain, but it is a spectrally
> > >  accurate, fully iterative solver for the 3D Stokes problem with nonlinear
> > >  rheology.  I certainly learned a lot about PETSc while writing it and 
> > > there
> > >  aren't any examples which do something similar.
> > >
> > >  Jed
> > >
> > >
> >
> >
> >
> >
>
>



-- 
What most experimenters take for granted before they begin their
experiments is infinitely more interesting than any results to which
their experiments lead.
-- Norbert Wiener


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