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Regular article

A fast preconditioner for the incompressible Navier Stokes Equations*

Alain Gauthier, Fausto Saleri, Alessandro Veneziani

MOX (Modeling and Scientific Computing), Department of Mathematics "F. Brioschi", Politecnico di Milano, Piazza L. da Vinci 32, 1-20133 Milan, Italy

Published online: 23 January 2004 - 9 Springer-Verlag 2004

Abstract. The pressure matrix method is a well known solving such systems is therefore mandatory. A possible suc-

scheme for the solution of the incompressible Navier-Stokes cessful approach is provided by the pressure matrix method

equations by splitting the computation of the velocity and the (PMM in the sequel - see e.g. [17]). This method (see [15])

pressure fields (see, e.g., [17]). However, the set-up of ef- can be regarded at an algebraic level as a suitable block LU

fective preconditioners for the pressure matrix is mandatory factorization of the discretized and linearized problem, which

in order to have an acceptable computational cost. Different implies the splitting of the velocity and pressure computa-

strategies can be pursued (see, e.g., [4,6,7,9,22]). Inex- tion. The solution of the pressure matrix system at each time

act block LU factorizations of the matrix obtained after the step is however very expensive. A possible way of reduc-

discretization and linearization of the problem, originally ing the computational cost is to resort to inexactfactorization

proposed as fractional step solvers, provide also a strategy methods (see [13, 15, 16]). These schemes compute velocity

for building effective preconditioners of the pressure matrix and pressure separately: (i) by computing an auxiliary (or in-

(see [23]). In this paper, we present numerical results about termediate) velocity; (ii) by solving an approximate problem

a new preconditioner, based on an inexact factorization. The for the pressure; (iii) by correcting the velocity (end-of-step

new preconditioner applies to the case of the generalized velocity). The three steps stem from an approximation of the

Stokes problem and to the Navier-Stokes one, as well. In the block L U-factorization underlying the PMM. In [16] we have

former case, it improves the performances of the well known introduced a general class of algebraic splitting methods that

Cahouet-Chabard preconditioner (see [2]). In the latter one, can be considered in this framework. We recall, in particu-

numerical results presented here show an almost optimal be- lar, the Algebraic Chorin-Temam (ACT) scheme, which is

havior (with respect to the space discretization) and suggest an algebraic formulation of the well-known Chorin-Temam

that the new preconditioner is well suited also for "flexible" projection method ([13]) and the Yosida (YOS) one ([15]).

or "inexact" strategies, in which the systems for the precondi- The computational cost is reduced, even if the inexactness

tioner are solved inaccurately. of the factorization introduces a splitting error. A relevant

point, in this respect, is to ensure that the splitting error does

not affect significantly the global accuracy of the solution

(see [15, 16, 19]).

1 Introduction Another way for reducing the computational cost relies

on building effective preconditioners of the pressure matrix

Numerical solution of the unsteady Navier-Stokes equations in the PMM. In this context many approaches have been in-

for incompressible flows in real applications requires the so- vestigated (see e.g. [2, 6, 1 1,20, 22] and the references quoted

lution of linear systems of large dimensions. Many numerical there). Our starting point is that inexact factorizations can

methods in this field lead to systems which are neither defi- be considered not only for building approximate Navier-

nite nor well conditioned. The set-up of efficient methods for Stokes solvers, but also for the set-up of preconditioners of

the pressure matrix. For example, in [23] it is shown that

* This work has been supported by Cofin2001 MIUR Project. The authors the ACT and YOS inexact factorizations amount to use the

wish to thank Alessandro Gilardi (MOX, PoliMi), Luca Formaggia (MOX, discrete Laplacian operator (sometimes called "compatible

PoliMi), Jean Frederic Gerbeau (INRIA, Paris) and Miguel Femand6s Laplacian discretization") as a preconditioner of the pressure

(IMA, EPF Lausanne) for the development of the C++ 3D code. Help- matrix (even if this is nonsymmetric as in the Navier-Stokes

ful comments, suggestions and remarks of Prof. Elman and of the referees problem). Numerical results suggest that such preconditioner

are gratefully acknowledged. A. Veneziani wishes to thank Adelia Sequeira

for her courtesy during the AMIF 2002 event in Lisboa, where part of the yields accurate results in time with a small number of it-

results of this work has been presented. erations, even if it is not optimal with respect to the space

106 A. Gauthier et al.

discretization. This can be rigorously justified for the Stokes is modified in the sense of the circumvention of the inf-sup

problem (see [23]). condition (see [8]), the preconditioner proposed in the sequel

In this paper, we introduce a new preconditioner based should be suitably modified. This issue will be investigated

on a modified ACT method, featuring a fourth step corres- elsewhere.

ponding to a final "pressure correction" (see [ 19]). Numerical For what concerns the time discretization, we will refer to

results show that the new preconditioner improves the results classic backward difference methods (BDF - see e.g. [14]).

of the well known Cahouet-Chabard one (see [2] and [1]) We consider a decomposition of the time interval into N

in the case of the generalized Stokes problem. On the other subintervals (t n, t n+l) with t n = n A t , where At = T / N is the

hand, in the case of the Navier-Stokes problem, it still fea- uniform positive time step and collocates the equation in the

tures an almost optimal behavior. Moreover, it seems also to instants t n = nAt. The time derivative will be therefore ap-

be well suited for inexact or "flexible" strategies, ensuring the proximated as:

convergence in a small number of iterations even if it is solved

p

inaccurately. Oil 1 ZOliun_i,

The outline of the paper is the following. In Sect. 2

we introduce some basic notations about the incompress- i=0

ible Navier-Stokes equations and their numerical solutions. where the coefficients oti up to the third order of accuracy are

The "pressure-correction" factorization and the set-up of the given in Table 1.

corresponding preconditioner are illustrated in Sect. 3. Nu- The discretization with respect both to time and space

merical results are presented in Sect. 4, both for 2D and 3D variables leads to a non linear (typicall~ large) algebraic sys-

computations. tem a~(w n+l) = 0, where wn+t = [u~+ , p~+l]r denotes the

vector of the nodal values of the discrete velocity and pres-

sure. Different approaches can be pursued for the solution of

2 Definition of the problem and its discretization this system. A first possibility is the classical Newton method.

Another strategy is based on a semi-implicit linearization of

Consider an open and bounded domain S2 C IRa for d = 2, 3 the convective term. In this case, we set:

with boundary 0S2 for a time t > 0. The Navier-Stokes (NS in

the sequel) equations for an incompressible flow in terms of p

the velocity, u = u(x, t), and the pressure, p = p(x, t), read: (un+I.v) un+I ~ (U*.V) Un+l , U*= y ~ i un+.-i,

i=1

Ou

~- +(u.V)u-vAu+Vp= f, where the coefficients fli up to the third order of accuracy are

(1)

given in Table 1.

V.u=0,

Both approaches lead to solve linear systems of the form

~ v = b, where the vector b is given by the forcing term, the

for any (x, t) E X2 x (0, T], with T > 0. This system must be

boundary conditions and terms coming from the time dis-

completed with the initial condition u(x, O) = u~ (where

cretization and, possibly, the Newton iterations. Matrix

u~ is a given function) and suitable boundary conditions

reads:

on 0S2. For example, we split 0~'2 in two parts, Fo and FN,

such that Fz) U FN -= 0$72, FD f-I FN = ~J and

where g and s are given functions defined on Fo and FN re- Here D T denotes the discrete gradient operator, D the dis-

spectively, and n is the normal outward unit vector to 0s crete divergence operator and C collects contributions from

In order to have a quantitative evaluation of the flow field, the time derivative, advection and diffusion operators. More

a numerical approximation has to be carried out. This aim is specifically, we have C = (c~0/At)M + K, where M is the vel-

achieved discretizing the problem with respect to time and ocity mass matrix and K corresponds to the discretization

space variables. of the Laplace operator and of the convective term. In the

Concerning the space discretization, we will basically re- case of the Stokes problem, K corresponds just to the Lapla-

fer to the Galerkin method and, in particular, to the finite cian of the velocity and it is therefore symmetric and positive

element method (FEM) (see, e.g., [17]). In fact, we choose definite (s.p.d.). In this case, the system at hand is symmet-

functional spaces for the approximate velocity and pressure ric and however it is not definite. In any case, it typically

fields which satisfy the inf-sup or LBB condition. In the se- features large dimensions and bad conditioning properties.

quel, we will denote by Nu and by Np the number of degrees

of freedom for the velocity and the pressure, respectively. As

it is well known, the Galerkin approach can be inadequate

Table 1. Coefficients of the BDF schemes and of the extrapolation for the

for convection dominated flows and a stabilization proced- linearization of the convective term, up to the order 3 of accuracy

ure is needed, leading to a generalized Galerkin method. As

far as the adopted stabilization does not modify the saddle p uo m 62 63 ~j ~2 ~3

point structure of the problem and the pattern of the matrix

coming from the discretization is unchanged (see (3) below), 1 1 -1 - - l - -

2 3/2 --2 1/2 - 2 --1 -

all the considerations that follow can be applied as well to

3 11/6 --3 3/2 --1/3 3 --3 1

the stabilized problem. If the pattern of the discrete problem

A fastpreconditionerfor the incompressibleNavierStokesEquations 107

The PMM is a way for reducing the computational effort, 3.2 The pressure correctedpreconditioner

facing systems of lower dimension. In fact, it is based on

a block Gaussian elimination. More precisely, it is equiva- Let us compute explicitly the inverse of &:

lent to compute the following "exact" LU-block factor-

ization: ~_1 [Isu -HDT1 I C -1 0 ]

[; 0 ]IIo C-1DT- , (4) Z-1 J S-1DC-I-S-~

04 = -DC-JD r INp

=[ C -1 - H D r S - 1 D C -~

Z-IS-1DC -1

HDTS -1

-(SZ)-I]

]

tity matrices, respectively. Then, system in 04 is solved

by computing the two block triangular systems obtained, where S = DHD T is the discrete Laplacian operator (also

that amounts to compute a first intermediate velocity field, known as compatible Laplacian discretization - see [2]).

then the pressure and the end-of-step velocity. However, When using the matrix 04 as preconditioner for 04, we

the scheme is expensive due to the presence of the matrix obtain:

Z = DC-1D T (which is also called Pressure Schur Com-

plement) for the pressure computation. Indeed, such matrix C-1D T - HDTS -1 Z"

can be faced only with an iterative approach, since it can- (6)

not be computed explicitly. On the other hand, in an itera- Z-~S-1Z

tive frame the residual computation is extremely costly due From (6) it is evident that the convergence analysis of an

to the presence of the inverse of C (see [17]). Moreover,

iterative scheme where 04 is preconditioned by 04 actually

the condition number of Z' increases when At decreases.

reduces to consider SZ as a preconditioner for the pressure

Therefore, the set-up of good preconditioners for 27 is

matrix Z (which, in general, is non symmetric). Block LU

mandatory.

inexact factorization can be, in fact, regarded as a way for

the set-up of PMM preconditioners ([23]). In the present case,

we would like to find out Z in such a way that the condition

3 The new preconditioner number of (SZ)- 127 is minimal. This specific choice seems to

be quite difficult to be pursued and will be investigated else-

3.1 Approximate Algebraic Factorizations where. Here, we follow a different approach. Consider again

the original inexact factorization and select Z in orderto min-

The computational cost of PMM can be reduced resorting to imize (in some sense) the splitting error matrix 04 - 04. Since:

approximate, or inexact formulation of the block factorization

(4) (see [13, 15, 16]) where C -I is replaced by matrices eas- 0 DT--CHDTZ -

ier to be computed. In [19], we propose the following inexact

factorization: I 0

04=

IC

D -DHD T

0

[I~. HDTZ - = [CD CHDrZ-0

Z

, (5)

the splitting error matrix vanishes if:

CHDTZ = D T. (7)

where H = (At/ot0)M-l is an approximation of C-J based on Matrix equation (7) represents an overdetermined problem

the first-term truncation of the Neumann expansion: for Z. In order to obtain a solution, multiply both the sides of

(7) by the matrix DH, yielding BZ = S where

-1

C - I = -0t0

At

- (IN" + ~ M-IK M-I B = DHCHD r. (8)

At ~ (_AtM_IK)i M_I.

trix X on the right hand side such that DHX = 0. If the inf-sup

~176i=0 condition is fulfilled, matrix B is non singular, so we finally

get:

Approximate factorization (5) provides effective solvers for

the original system, whenever & replaces 04. In particu- Z = B-IS, (9)

lar, if Z = INe, the resulting scheme is the ACT method

(see [13]). In this case, the intermediate and the end-of- and therefore the new preconditioner reads:

step pressure fields actually coincide. In the general case,

for Z # INp, the final pressure field is a correction of the Pnew = SB-1S. (10)

intermediate one. For this reason, the corresponding factor-

ization method is called Algebraic Chorin Temam-Pressure A rigorous analysis of Pnewis in order, but it is beyond the

Corrected (ACT-PC). The features of ACT-PC are investi- scope of the present work. It is however worthwhile pointing

gated in [19]. The preconAditioner we are going to introduce out some interesting features. First of all, the structure of the

is based on the matrix 04 of (5) used as a preconditioner preconditioner Pnewis very similar to the one proposed in [5]

for 04. for the steady Stokes and Oseen problems, essentially in the

108 A. Gauthier et al.

framework of the MAC finite difference space discretization. Stokes problem. Since C = H -l + K, from 10 it follows:

However, the derivation introduced here, based on the inex-

act algebraic factorizations, is different and the idea can be SB-1S = S (DH ( H - ' + K ) H D r ) - 1 S

applied in a considerably more general manner. The second (12)

remark refers to the computational cost associated to Pnew.In = S (S + D H K H D r ) - ' S.

any iterative method we have to compute the preconditioned

In the Stokes problem, K is the discretization of the velocity

residual. In our case this amounts to solve:

Laplace operator. Now, suppose that:

SB-l Sq = f - I2p,

KHD r = v D r M p j DHD T. (13)

where q, f and p are generic vectors with the dimension of

This assumption, in the context of Finite Difference space

a (discrete) pressure field. In practice, this computation re-

discretization, has been advocated in [l 1] as a compatibility

duces to: condition holding for special set of velocity boundary condi-

tions in rectangular domains. In the general case, it does not

Sy = f - Z'p (11) hold, so we exploit it as a further "degree of inexactness" in

Sq B y . the set-up of the preconditioner. Under the assumption (13),

we obtain from (12):

A system in the discrete Laplace operator S is, therefore,

solved twice for each computation of the preconditioned re-

S B - ' S = S (S + vDHDTM;'DHDT) -l S

sidual. In some boundary value problems (e.g. when Neu- (14)

mann conditions are prescribed to the NS problem on a part = S (S+vSMp'S)-' S = (S - l + v M p ' ) - ' .

of the boundary), S is s.p.d,. For fully Dirichlet problems,

the pressure is unique up to a constant hydrostatic value, so The matrix on the right hand side represents the algebraic ver-

the matrix S is singular. In such cases, we fix the pressure in sion of the CC preconditioner, where S plays the role of the

a point of the domain and eliminate the corresponding degree discrete Laplace operator. The CC preconditioner can be con-

of freedom, working on a reduced matrix So which is s.p.d.. sidered therefore an approximation of the present one. If the

With a little abuse of notation, in the sequel we will still de- mass matrix Mp is lumped, the preconditioned residual com-

note So with S, and we will assume without loss of generality putation of the CC preconditioner is actually cheaper than

that S is s.p.d.. the one of Pnew. However, the numerical results of the next

A possible well-established approach for an effective Section show that Pnew in the case of the generalized Stokes

solving of systems (11) is based on iterative approaches, problem requires a number of iterations significantly lower

suitably preconditioned. However, sometimes direct methods than the iterations required by the CC. Moreover, our pre-

can be adopted too, for instance in 2D problems. Since S is conditioner is naturally suited to account also for the non

s.p.d, an obvious choice is the Cholesky factorization. This symmetric case, being based on a block factorization of the

can be pursued resorting to a suitable QR factorization. In- more general NS problem.

deed, since H is a s.p.d, matrix, we can consider the QR

factorization: HI/2DT = QR, where Q is an orthogonal square

(Nu x Nu) matrix and, if the inf-sup condition holds, R is 4 Numerical results

a triangular full-rank Nu x Np matrix such that:

of Pnew.We adopted a FEM discretization ~2-IPl, where ~2

elements are a modification of the usual ~2 one which allows

a correct velocity mass lumping (see [3]) coupled with BDF

time discretization schemes up to the order 3.

Here, R0 is a non-singular Np x Np triangular matrix such

In the 2D case, we solved the pressure matrix system

that S = RrR0, yielding the Cholesky factorization. Matrix

preconditioned by Pnew both with GMRes and BiCGStab

R0 is actually the only matrix to be stored. What is needed

schemes. We actually found similar results. In 3D we used

to make this strategy feasible is a method for the QR factor-

only the GMRes method.

ization of large sparce matrices, which minimizes the fill-in.

We also used both an implicit treatment of the convec-

A possible solution is provided by the QR27 Library intro-

tive term (Newton method) and the semi-implicit lineariza-

duced by R Matstoms (see [ 12]) and available in Matlab with

tion. The linear systems were solved with a stopping criterion

the command cir. In this way, the computational cost of the

based on the residual (normalized with the right hand side)

iterated solution of systems for S can be strongly reduced.

and a tolerance of 10-J0 for 2D computations and 10 -6 for 3D

Observe that the cost o f the QR factorization in unsteady

cases.

computations is limited at the beginning of the time loop,

We considered the following test cases: (i) 2D Kim and

since matrix S is constant (at least in fixed computational do-

Moin test case (see [10]) both for the Stokes and NS case; (ii)

mains). Another alternative approach that we will investigate

in Sect. 4.4 for the effective solution of (11) is based on the

use of iterative solvers in a "flexible" sense (see [18]). I The 2D code has been implemented by the authors in Matlab. The

3D code has been implemented by the authors in C++ in the framework

Another aspect we would like to point out is the rela- of the LifeV Project (joining MOX-PoliMi, INRIA-Paris and EPF Lau-

tion between the new preconditioner and the well known sanne). The linear algebra package adopted in this framework is Aztec by

Cahouet-Chabard one (CC in the sequel) for the generalized R.S. Tuminaro, J.N. Shadid, M. Heroux, Sandia Nat. Lab.

A fast preconditioner for the incompressible Navier Stokes Equations 109

2D Timmermans test case (see [21]) for the NS problem; (iii) For this problem, we compare the performances of the two

3D Lid driven cavity both for the Stokes and NS problems. preconditioners in Table 3. As expected, the presence of the

For what concerns the aims of the present work, the per- nonlinear convective term strongly affects the performances

formances of the preconditioner were satisfactory in both the of the CC preconditioner, while Pnew features good perfor-

cases, and much better than the CC preconditioner. mances.

4.1 2D Kim and Moin test case case, we consider the behavior of the eigenvalues of the pre-

-1 Z' in the case of the 2D NS problem,

conditioned matrix Pnew

We start solving the Stokes problem on a unit square 12 with

for different values of the mesh size h and of the viscos-

the following boundary conditions:

ity v. More precisely, we build the matrices at the first time

Ul = - cos(2zrx) sin(2~ry) e -8zrzvt, step, with a semi-implicit treatment of the non-linear term

(for a first order of accuracy in time). We carried out the

u2 = sin(2zrx) cos(2ny)e -SJr2ut, x, y c 0g2, (15) computation with the command e L g in Matlab for different

values of the mesh size h and the viscosity v. The results

are summarized in Table 4, where we report the extrema of

where we set v = 0.01 and the final time Tf = 1. The forc- the real part 9~()0 of the eigenvalues and the largest imagi-

ing term f is null. In Table 2 we compare the results of the nary part 3 0 0 . Moreover, in the last column we indicate the

CC preconditioner and the new one in terms of mean number number n of the eigenvalues featuring a distance from the

of iterations (in the brackets the max number of iterations is point (1,0) lower than 0.5, over the total number of eigen-

reported) for different values of h and At. The new precon- values N. In Fig. 1 we illustrate the whole set of eigenvalues

ditioner performs better and seems to be less sensitive with in the complex plane for h = 1/32 and two values of viscos-

respect to the mesh size. When solving the NS problem, (15) ity. The table shows that the spectrum of the preconditioned

for (x, y) c 82 represents the exact solution for the velocity matrix is clustered around the real value 1. It can be deduced

field, while the exact pressure reads (the so-called Kim and from the fifth column that in any case the largest part of

Moin solution [ 10]): the eigenvalues is indeed at a distance lower than 0.5 from

(1,0). In fact, we verified that in all cases considered in the

1 table the eigenvalues were at a distance lower than 1 from

P= (cos(4:rrx)+ cos(4rry)) e -16~2vt. (16)

(1,0) with the exception of the case v = 1/40 for h = 1/32.

Another interesting point is that the max(3(X)) of the eigen-

values decreases and it seems to assume a constant value

for very small viscosities. This suggests that the precondi-

Table2. Mean (Max) number of iterations required for the convergence tioner captures correctly the complex part of the spectrum

with the CC and Pncw for the generalized Stokes problem (Sect. 4.1)

induced by the convective term. Moreover, both the small-

At =0.1 est and the greatest real parts of the eigenvalues shift to 0

h 1/16 I/32 l/64

Pcc 8.7 (9) 1(I.5 (12) l l.2 (14)

Pnew 5.2 (6) 7.9 (8) 8.1 (9)

At = 0.05 Table4. Real and imaginary parts of the eigenvalues of the preconditioned

matrix for different values of h and v. The last column denotes the number

h 1/16 1/32 1/64

n of eigenvalues which are at a distance from (1,0) lower than 0.5 over the

PCC 7.15 (8) 9.6(11) 11.7 (13)

total number of eigenvalues N

Pnew 4.5 (5) 6.15 (7) 7.25 (8)

At = 0.025 h = 1/8

h 1/16 1/32 1/64 min(9~(L)) max(~R(X)) max(3()Q) n/N

PCC 6.085 (7) 8.175 (10) 11.475(13)

Pnew 3.7 (4) 5.175 (6) 6.775 (8) 1/40 0.9019 1.1569 0.1041 80/80

1/80 0.7310 1.(/172 (/.0789 80/80

1/160 0.5781 0.9963 0.(1564 80/80

1/320 0.4693 0.9889 0.0565 79/80

Table 3. Mean (Max) number of iterations required for the convergence 1/640 0.4040 0.9852 0.0540 74/80

with the CC and Pncw tbr the NS problem (Kim and Moin test case, 1/1280 0.3679 0.9835 0.0573 72/80

Sect. 4.1

h = 1/~6

At =0.1 1/40 0.9595 1.4924 0.3424 276/288

h 1/16 1/32 1/64 1/8o 0.7690 1.2512 0.2903 288/288

1/160 0.5668 1.0854 0.1747 288/288

Pcc 8.7 (9) 10.5 (12) 11.2 (14)

1/320 0.3524 1.0023 0.1323 244/288

P.ew 5.2 (6) 7.9 (8) 8.1 (9)

1/640 0.2300 0.9931 0.1430 215/288

At = 0.05 1/1280 0.1685 0.9895 0.1404 204/288

h 1/16 1/32 1/64 h=1/32

PCC 7.15(8) 9.6(11) 11.7 (13)

1/40 0.9644 2.0411 0.5342 896/1088

Pnew 4.5 (5) 6.15 (7) 7.25 (8)

1/80 0.9135 1.7143 0.6098 969/1088

At = 0.025 1/160 0.6408 1.4456 0.4837 1088/1088

h 1/16 1/32 1/64 1/320 0.4100 1.2453 0.2510 1038/1088

Pcc 6.085(7) 8.175 (10) 11.475 (13) 1/640 0.2276 1.0794 0.1726 826/1088

Pnew 3.7 (4) 5.175 (6) 6.775 (8) 1/1280 0.1078 1.0006 0.1596 728/1088

110 A. Gauthier et al.

...........

. . . . . . . . . . . .

0.6 * v=1/80 i

-41- Pnew' h=1/20 ]

- - Pnew' h=1/40

0.4 PCC' h=1/20

- - PCC' h=1/40

0.2

_~ 0

-0.2

-0.4

1.5 2 2.5

Fig. 2. Mean number of iterations required by the CC and Pnew for differ-

-0.6 ent values of the mesh size h. On the abscissa - logl0(At). We used a time

0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 discretization scheme BDF of order 1 and set Re = 100

Re(X)

with h = 1/32, v = 1/80 and v = 1/320. We consider the NS problem with

a semi-implicittreatment of the convective term (Test case: Kim and Moin

6~ Pcc h/20

Pcc' h=1/40

solution at the first time step). The red line is the circle centred in (1, 0) 5~ Pnew' h = 1/40

with radius 0.5 Pnew' h = 1/20

creases more rapidly than max(9~()0), the spectrum spreads

over the real axis when the viscosity decreases (see Fig. 1),

in the sense that max(9l(k)) - m i n ( 9 l ( k ) ) increases when v

20

decreases, even if this happens quite slowly (with respect

to v).

The conclusions that can be drawn from these compu-

tations, limited to quite coarse grids, is that the new pre-

conditioner should require a number of iterations moderatley 0 L.

1

. . . . . . ~

1,5

. . . . . .

2

=................ J

2.5

increasing when h decreases and almost constant with v. This

Fig.3. Mean number of iterations required by the CC and Pnewtbr differ-

conjecture is confirmed by the numerical results of the present

ent values of the mesh size h. On the abscissa -logl0(At). We used a time

Section. discretization scheme BDF of order 3 and set Re = 100

-- Pnew' Re=l

Pnew' Re=lO0

For the NS equations, we consider the test case proposed Pnew' Re=lO00

- - Pcc' Re=l

in [21], in which the right hand side is modified in order to - o - Pcc' Re=lO0

ensure that the exact solution is: Pcc' Re=lO00

u2 = cos(x + 5t) cos(y + 5t),

p = sin(x + y + 5t).

implicit BDF time discretization of order 1. In Fig. 2 the mean

2oI

number of iterations required by the CC and Pnew for different

values of the mesh size h are illustrated as a function of the Fig.4. Performances of the CC and Pnew for different values of the

time step. Reynolds number. On the abscissa, -logl0(At) (h = 1/20)

The efficiency of Pnew is better in comparison with the CC

one. Similar results are obtained when we used a BDF time

discretization scheme of order 3 (see Fig. 3). 4.3 Lid Driven Cavity test case

We have also compared the effect of different values of

the Reynolds number (Re) on the performances of the two We considered the domain [0, 1] 3, where we solved both the

preconditioners. The results are illustrated in Fig. 4. Pnew is Stokes and the NS problems for the lid driven cavity test case.

weakly affected by the Reynolds number, at least for a time In Table 5 we show the results obtained by the CC precon-

step sufficiently small. ditioner and the new one for different values of the mesh

A fast preconditioner for the incompressible Navier Stokes Equations 111

with the CC preconditioner and Pnew for the 3D Stokes problem

'cc 7.1 (19) 6.9 (19) 4.2 (18) h2

'new 5.4 (14) 5.8 (15) 7.1 (20) h

'new 4 (10) 4.4 (11) 2.6 (11) h2

three meshes with 384 (h = 1/4), 750 (h = 1/5) and 6000 - -72,_ 2 . . _

(h = 1/10) volumes respectively and solved the Stokes prob-

lem, considering a time step equal to h and h 2 respectively. 31s 4 '

4.5 5' 515 '~

3

Also in this case, Pnew performs clearly better than the CC Fig. 7. Mean number of iterations required by the CC preconditioner and by

preconditioner. Pnew for R e = 160 and different values of h. On the abscissa, - l o g 2 ( A t )

For the NS problem, we considered both the CC and Pnew

for different values of h and of the Reynolds number. In Fig. 5

we illustrate the velocity field for h = 1/5 and R e = 40. Fig- bust with respect to the Reynolds number. More specifically,

ures 6 and 7 confirm that Pnew performs better than the CC for large values of the time step the number of iterations re-

preconditioner also for 3D computations. In particular, for quired in the case R e = 160 is, in fact, lower than for R e = 40.

this test case Fig. 6 shows that both the preconditioners are ro- Figure 7 confirms that Pnew is robust also with respect to the

mesh size.

1.0

0.a

4.4 "Flexible" strategy

9 0.~

In Sect. 3 we pointed out that systems (11) can be solved ef-

fectively through a QR factorization. Another cheap strategy

relies on the use of iterative methods but in a "flexible" sense

(see [18]). This means that we solve the preconditioned sys-

tem iteratively, but with a low accuracy and, in particular,

with a tolerance for the preconditioner systems (inner loops)

. ,, , ,, ' greater than the tolerance for the pressure matrix systems

- d / '/ t

(outer loops)9 A robust preconditioner is such that the inaccu-

9, ~ s /

rate solution of the preconditioner systems does not affect the

convergence. In this case, the CPU time is strongly reduced.

In Table 6, we compare the number of iterations required

for the convergence, when the tolerance for the solution of

the preconditioner system is increased, both for the CC and

Fig. 5. Velocity field for the lid driven cavity, Re = 40, h ----0.2

the new preconditioner. The results refer to the solution of

the Timmermans test case, with a semi-implicit Euler time

8f " P , Re= 40

discretization and R e = 1. We have fixed At = 0.1 and used

, pnew Re= 8O

pneW, Re= 160

different values of h. Each entry of the table corresponds to

7 ~ PCCw, Re= 40

PCC' Re= 80

c- PCC' Re= 160

6 \ ............

\

Table 6. Mean number of iterations required for the convergence with the

CC and Pnew when the tolerance of the inner loops is increased

Pcc 17.8 20.7 22.3 1.e(-7)

Pcc 17.8 20.7 22.7 1.e(-5)

Pcc 20.7 24.6 83.9 1.e(-3)

Pnew 8.3 11 14.2 1.e(- 14)

3.5 4 4.5 5 5.5 6

Pnew 8.3 11 14.7 1.e(-7)

Pnew 8.3 11 15 1.e(-5)

Fig, 6. Mean number of iterations required by the CC preconditioner and by Pnew 9.4 12.6 37.9 1.e(-3)

Pnew for h = 0.2 and different values of Re 9 On the abscissa, - log2(At)

112 A. Gauthier et al.

the m e a n n u m b e r o f i t e r a t i o n s r e q u i r e d f o r t h e c o n v e r g e n c e 9. Kay, D., Loghin, D., Wathen, A.: A preconditioner for the steady-state

o f the N S s y s t e m . B o t h t h e p r e c o n d i t i o n e r s are r o b u s t w i t h Navier-Stokes equations. SIAM J. Stat. Comp. 24, 237-256 (2002)

10. Kim, J., Moin, P.: Application of a fractional step method to incom-

r e s p e c t to the a c c u r a c y o f t h e p r e c o n d i t i o n e r s y s t e m . A c t u -

pressible Navier--Stokes equations. J. Comp. Phys. 59, 308-323 (1985)

ally, a m o d i f i c a t i o n o f t h e t o l e r a n c e f r o m 10 -14 to 10 -7 a n d 11. Kobelkow, G. M., Olshanskii, M.: Effective preconditioning of Uzawa

to 10 -5 d o e s n o t m o d i f y s i g n i f i c a n t l y the n u m b e r o f i t e r a t i o n s type schemes for a generalized Stokes problem. Num. Mat. 86, 443-

r e q u i r e d f o r t h e c o n v e r g e n c e for e v e r y v a l u e o f h. T h e n u m - 470 (2000)

ber of external iterations required by both the preconditioners 12. Matstoms, P.: Sparse QR Factorization with Applications to Linear

Least Squares Problems, PhD thesis, Dept. of Mathematics, Linkoping

is r e a l l y a f f e c t e d for h s m a l l w h e n the t o l e r a n c e is f u r t h e r l y

University, Sweden, 1994

increased (10-3). 13. Perot, B.: An analysis of the fractional step method. J. Comp. Phys.

108, 51-58 (1993)

14. Quarteroni, A., Sacco, R., Salerim, E: Numerical Mathematics. New

York: Springer-Verlag 2000

References 15. Quarteroni, A., Saleri, E, Veneziani, A.: Analysis of the Yosida method

for the incompressible Navier-Stokes equations. J. Math. Pures Appl.

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Stokes problems. Comp. Math. Appl. 33 (1/2), 13-30 (1997) 16. Quarteroni, A., Saleri, E, Veneziani, A.: Factorization methods for

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