Comput Visual Sci 6:105-112 (2004)
Digital Object Identifier (DOI) 10.1007/s00791-003-0114-z
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
Received: 20 July 2002 / Accepted: 23 March 2003
Published online: 23 January 2004 - 9 Springer-Verlag 2004
Communicated by: M.S. Espedal, A. Quarteroni, A. Sequeira
Abstract. The pressure matrix method is a well known
scheme for the solution of the incompressible Navier-Stokes
equations by splitting the computation of the velocity and the
pressure fields (see, e.g., [17]). However, the set-up of ef-
fective preconditioners for the pressure matrix is mandatory
in order to have an acceptable computational cost. Different
strategies can be pursued (see, e.g., [4,6,7,9,22]). Inex-
act block LU factorizations of the matrix obtained after the
discretization and linearization of the problem, originally
proposed as fractional step solvers, provide also a strategy
for building effective preconditioners of the pressure matrix
(see [23]). In this paper, we present numerical results about
a new preconditioner, based on an inexact factorization. The
new preconditioner applies to the case of the generalized
Stokes problem and to the Navier-Stokes one, as well. In the
former case, it improves the performances of the well known
Cahouet-Chabard preconditioner (see [2]). In the latter one,
numerical results presented here show an almost optimal be-
havior (with respect to the space discretization) and suggest
that the new preconditioner is well suited also for "flexible"
or "inexact" strategies, in which the systems for the precondi-
tioner are solved inaccurately.
1 Introduction
Numerical solution of the unsteady Navier-Stokes equations
for incompressible flows in real applications requires the so-
lution of linear systems of large dimensions. Many numerical
methods in this field lead to systems which are neither defi-
nite nor well conditioned. The set-up of efficient methods for
* This work has been supported by Cofin2001 MIUR Project. The authors
wish to thank Alessandro Gilardi (MOX, PoliMi), Luca Formaggia (MOX,
PoliMi), Jean Frederic Gerbeau (INRIA, Paris) and Miguel Femand6s
(IMA, EPF Lausanne) for the development of the C++ 3D code. Help-
ful comments, suggestions and remarks of Prof. Elman and of the referees
are gratefully acknowledged. A. Veneziani wishes to thank Adelia Sequeira
for her courtesy during the AMIF 2002 event in Lisboa, where part of the
results of this work has been presented.
Computing and
Visualization in Science
solving such systems is therefore mandatory. A possible suc-
cessful approach is provided by the pressure matrix method
(PMM in the sequel - see e.g. [17]). This method (see [15])
can be regarded at an algebraic level as a suitable block LU
factorization of the discretized and linearized problem, which
implies the splitting of the velocity and pressure computa-
tion. The solution of the pressure matrix system at each time
step is however very expensive. A possible way of reduc-
ing the computational cost is to resort to inexactfactorization
methods (see [13, 15, 16]). These schemes compute velocity
and pressure separately: (i) by computing an auxiliary (or in-
termediate) velocity; (ii) by solving an approximate problem
for the pressure; (iii) by correcting the velocity (end-of-step
velocity). The three steps stem from an approximation of the
block L U-factorization underlying the PMM. In [16] we have
introduced a general class of algebraic splitting methods that
can be considered in this framework. We recall, in particu-
lar, the Algebraic Chorin-Temam (ACT) scheme, which is
an algebraic formulation of the well-known Chorin-Temam
projection method ([13]) and the Yosida (YOS) one ([15]).
The computational cost is reduced, even if the inexactness
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]).
Another way for reducing the computational cost relies
on building effective preconditioners of the pressure matrix
in the PMM. In this context many approaches have been in-
vestigated (see e.g. [2, 6, 1 1,20, 22] and the references quoted
there). Our starting point is that inexact factorizations can
be considered not only for building approximate Navier-
Stokes solvers, but also for the set-up of preconditioners of
the pressure matrix. For example, in [23] it is shown that
the ACT and YOS inexact factorizations amount to use the
discrete Laplacian operator (sometimes called "compatible
Laplacian discretization") as a preconditioner of the pressure
matrix (even if this is nonsymmetric as in the Navier-Stokes
problem). Numerical results suggest that such preconditioner
yields accurate results in time with a small number of it-
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
problem (see [23]).
In this paper, we introduce a new preconditioner based
on a modified ACT method, featuring a fourth step corres-
ponding to a final "pressure correction" (see [ 19]). Numerical
results show that the new preconditioner improves the results
of the well known Cahouet-Chabard one (see [2] and [1])
in the case of the generalized Stokes problem. On the other
hand, in the case of the Navier-Stokes problem, it still fea-
tures an almost optimal behavior. Moreover, it seems also to
be well suited for inexact or "flexible" strategies, ensuring the
convergence in a small number of iterations even if it is solved
inaccurately.
The outline of the paper is the following. In Sect. 2
we introduce some basic notations about the incompress-
ible Navier-Stokes equations and their numerical solutions.
The "pressure-correction" factorization and the set-up of the
corresponding preconditioner are illustrated in Sect. 3. Nu-
merical results are presented in Sect. 4, both for 2D and 3D
computations.
2 Definition of the problem and its discretization
Consider an open and bounded domain S2 C IRa for d = 2, 3
with boundary 0S2 for a time t > 0. The Navier-Stokes (NS in
the sequel) equations for an incompressible flow in terms of
the velocity, u = u(x, t), and the pressure, p = p(x, t), read:
Ou
~- +(u.V)u-vAu+Vp= f,
(1)
V.u=0,
for any (x, t) E X2 x (0, T], with T > 0. This system must be
completed with the initial condition u(x, O) = u~ (where
u~ is a given function) and suitable boundary conditions
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
is modified in the sense of the circumvention of the inf-sup
condition (see [8]), the preconditioner proposed in the sequel
should be suitably modified. This issue will be investigated
elsewhere.
For what concerns the time discretization, we will refer to
classic backward difference methods (BDF - see e.g. [14]).
We consider a decomposition of the time interval into N
subintervals (t n, t n+l) with t n = n A t , where At = T / N is the
uniform positive time step and collocates the equation in the
instants t n = nAt. The time derivative will be therefore ap-
proximated as:
p
Oil 1 ZOliun_i,
i=0
where the coefficients oti up to the third order of accuracy are
given in Table 1.
The discretization with respect both to time and space
variables leads to a non linear (typicall~ large) algebraic sys-
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
this system. A first possibility is the classical Newton method.
Another strategy is based on a semi-implicit linearization of
the convective term. In this case, we set:
p
(un+I.v) un+I ~ (U*.V) Un+l , U*= y ~ i un+.-i,
i=1
where the coefficients fli up to the third order of accuracy are
given in Table 1.
Both approaches lead to solve linear systems of the form
~ v = b, where the vector b is given by the forcing term, the
boundary conditions and terms coming from the time dis-
cretization and, possibly, the Newton iterations. Matrix
reads:

ultra=g, --pn+vVu.nlrN=S, (2)

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
The PMM is a way for reducing the computational effort,
facing systems of lower dimension. In fact, it is based on
a block Gaussian elimination. More precisely, it is equiva-
lent to compute the following "exact" LU-block factor-
ization:
[; 0 ]IIo C-1DT- ,
04 = -DC-JD r INp
where IN. and INp denote the N~ x Nu and Np x Np iden-
tity matrices, respectively. Then, system in 04 is solved
by computing the two block triangular systems obtained,
that amounts to compute a first intermediate velocity field,
then the pressure and the end-of-step velocity. However,
the scheme is expensive due to the presence of the matrix
Z = DC-1D T (which is also called Pressure Schur Com-
plement) for the pressure computation. Indeed, such matrix
can be faced only with an iterative approach, since it can-
not be computed explicitly. On the other hand, in an itera-
tive frame the residual computation is extremely costly due
to the presence of the inverse of C (see [17]). Moreover,
the condition number of Z' increases when At decreases.
Therefore, the set-up of good preconditioners for 27 is
mandatory.
3 The new preconditioner
3.1 Approximate Algebraic Factorizations
The computational cost of PMM can be reduced resorting to
approximate, or inexact formulation of the block factorization
(4) (see [13, 15, 16]) where C -I is replaced by matrices eas-
ier to be computed. In [19], we propose the following inexact
factorization:
04=
IC
D -DHD T
0
[I~. HDTZ - = [CD CHDrZ-0
Z
, (5)
where H = (At/ot0)M-l is an approximation of C-J based on
the first-term truncation of the Neumann expansion:
-1
C - I = -0t0
At
- (IN" + ~ M-IK M-I
At ~ (_AtM_IK)i M_I.
~176i=0
Approximate factorization (5) provides effective solvers for
the original system, whenever & replaces 04. In particu-
lar, if Z = INe, the resulting scheme is the ACT method
(see [13]). In this case, the intermediate and the end-of-
step pressure fields actually coincide. In the general case,
for Z # INp, the final pressure field is a correction of the
intermediate one. For this reason, the corresponding factor-
ization method is called Algebraic Chorin Temam-Pressure
Corrected (ACT-PC). The features of ACT-PC are investi-
gated in [19]. The preconAditioner we are going to introduce
is based on the matrix 04 of (5) used as a preconditioner
for 04.
107
3.2 The pressure correctedpreconditioner
Let us compute explicitly the inverse of &:
~_1 [Isu -HDT1 I C -1 0 ]
(4) Z-1 J S-1DC-I-S-~
=[ C -1 - H D r S - 1 D C -~
Z-IS-1DC -1
HDTS -1
-(SZ)-I]
]
where S = DHD T is the discrete Laplacian operator (also
known as compatible Laplacian discretization - see [2]).
When using the matrix 04 as preconditioner for 04, we
obtain:
C-1D T - HDTS -1 Z"
(6)
Z-~S-1Z
From (6) it is evident that the convergence analysis of an
iterative scheme where 04 is preconditioned by 04 actually
reduces to consider SZ as a preconditioner for the pressure
matrix Z (which, in general, is non symmetric). Block LU
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
number of (SZ)- 127 is minimal. This specific choice seems to
be quite difficult to be pursued and will be investigated else-
where. Here, we follow a different approach. Consider again
the original inexact factorization and select Z in orderto min-
imize (in some sense) the splitting error matrix 04 - 04. Since:
0 DT--CHDTZ -
I 0
the splitting error matrix vanishes if:
CHDTZ = D T. (7)
Matrix equation (7) represents an overdetermined problem
for Z. In order to obtain a solution, multiply both the sides of
(7) by the matrix DH, yielding BZ = S where
B = DHCHD r. (8)
This means that the matrix equation (7) is solved up to ma-
trix X on the right hand side such that DHX = 0. If the inf-sup
condition is fulfilled, matrix B is non singular, so we finally
get:
Z = B-IS, (9)
and therefore the new preconditioner reads:
Pnew = SB-1S. (10)
A rigorous analysis of Pnewis in order, but it is beyond the
scope of the present work. It is however worthwhile pointing
out some interesting features. First of all, the structure of the
preconditioner Pnewis very similar to the one proposed in [5]
for the steady Stokes and Oseen problems, essentially in the
108
framework of the MAC finite difference space discretization.
However, the derivation introduced here, based on the inex-
act algebraic factorizations, is different and the idea can be
applied in a considerably more general manner. The second
remark refers to the computational cost associated to Pnew.In
any iterative method we have to compute the preconditioned
residual. In our case this amounts to solve:
SB-l Sq = f - I2p,
where q, f and p are generic vectors with the dimension of
a (discrete) pressure field. In practice, this computation re-
duces to:
Sy = f - Z'p (11)
Sq B y .
A system in the discrete Laplace operator S is, therefore,
solved twice for each computation of the preconditioned re-
sidual. In some boundary value problems (e.g. when Neu-
mann conditions are prescribed to the NS problem on a part
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 S is singular. In such cases, we fix the pressure in
a point of the domain and eliminate the corresponding degree
of freedom, working on a reduced matrix So which is s.p.d..
With a little abuse of notation, in the sequel we will still de-
note So with S, and we will assume without loss of generality
that S is s.p.d..
A possible well-established approach for an effective
solving of systems (11) is based on iterative approaches,
suitably preconditioned. However, sometimes direct methods
can be adopted too, for instance in 2D problems. Since S is
s.p.d, an obvious choice is the Cholesky factorization. This
can be pursued resorting to a suitable QR factorization. In-
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
a triangular full-rank Nu x Np matrix such that:
.:[0]
Here, R0 is a non-singular Np x Np triangular matrix such
that S = RrR0, yielding the Cholesky factorization. Matrix
R0 is actually the only matrix to be stored. What is needed
to make this strategy feasible is a method for the QR factor-
ization of large sparce matrices, which minimizes the fill-in.
A possible solution is provided by the QR27 Library intro-
duced by R Matstoms (see [ 12]) and available in Matlab with
the command cir. In this way, the computational cost of the
iterated solution of systems for S can be strongly reduced.
Observe that the cost o f the QR factorization in unsteady
computations is limited at the beginning of the time loop,
since matrix S is constant (at least in fixed computational do-
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]).
Another aspect we would like to point out is the rela-
tion between the new preconditioner and the well known
Cahouet-Chabard one (CC in the sequel) for the generalized
A. Gauthier et al.
Stokes problem. Since C = H -l + K, from 10 it follows:
SB-1S = S (DH ( H - ' + K ) H D r ) - 1 S
(12)
= S (S + D H K H D r ) - ' S.
In the Stokes problem, K is the discretization of the velocity
Laplace operator. Now, suppose that:
KHD r = v D r M p j DHD T. (13)
This assumption, in the context of Finite Difference space
discretization, has been advocated in [l 1] as a compatibility
condition holding for special set of velocity boundary condi-
tions in rectangular domains. In the general case, it does not
hold, so we exploit it as a further "degree of inexactness" in
the set-up of the preconditioner. Under the assumption (13),
we obtain from (12):
S B - ' S = S (S + vDHDTM;'DHDT) -l S
(14)
= S (S+vSMp'S)-' S = (S - l + v M p ' ) - ' .
The matrix on the right hand side represents the algebraic ver-
sion of the CC preconditioner, where S plays the role of the
discrete Laplace operator. The CC preconditioner can be con-
sidered therefore an approximation of the present one. If the
mass matrix Mp is lumped, the preconditioned residual com-
putation of the CC preconditioner is actually cheaper than
the one of Pnew. However, the numerical results of the next
Section show that Pnew in the case of the generalized Stokes
problem requires a number of iterations significantly lower
than the iterations required by the CC. Moreover, our pre-
conditioner is naturally suited to account also for the non
symmetric case, being based on a block factorization of the
more general NS problem.
4 Numerical results
We present numerical results ~ concerning the performances
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.
In the 2D case, we solved the pressure matrix system
preconditioned by Pnew both with GMRes and BiCGStab
schemes. We actually found similar results. In 3D we used
only the GMRes method.
We also used both an implicit treatment of the convec-
tive term (Newton method) and the semi-implicit lineariza-
tion. The linear systems were solved with a stopping criterion
based on the residual (normalized with the right hand side)
and a tolerance of 10-J0 for 2D computations and 10 -6 for 3D
cases.
We considered the following test cases: (i) 2D Kim and
Moin test case (see [10]) both for the Stokes and NS case; (ii)
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
of the LifeV Project (joining MOX-PoliMi, INRIA-Paris and EPF Lau-
sanne). The linear algebra package adopted in this framework is Aztec by
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)
3D Lid driven cavity both for the Stokes and NS problems.
For what concerns the aims of the present work, the per-
formances of the preconditioner were satisfactory in both the
cases, and much better than the CC preconditioner.
For this problem, we compare the performances of the two
preconditioners in Table 3. As expected, the presence of the
nonlinear convective term strongly affects the performances
of the CC preconditioner, while Pnew features good perfor-
mances.

4.1.1 Eigenvalues of the preconditioned matrix. For this test

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)

Fig. 1. Eigenvaluesof the preconditionedmatrix Pnelw~7 for a square domain

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

when the viscosity decreases. However, since min(9~00) de-

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

increasing when h decreases and almost constant with v. This
conjecture is confirmed by the numerical results of the present
Section.
2.5
Fig.3. Mean number of iterations required by the CC and Pnewtbr differ-
ent values of the mesh size h. On the abscissa -logl0(At). We used a time
discretization scheme BDF of order 3 and set Re = 100

4.2 2D Timmermans test case

-- 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

Ul = sin(x + 5 t ) sin(y + 5t),

u2 = cos(x + 5t) cos(y + 5t),
p = sin(x + y + 5t).

Let us consider firstly the results obtained with a semi-

implicit BDF time discretization of order 1. In Fig. 2 the mean
number of iterations required by the CC and Pnew for different
values of the mesh size h are illustrated as a function of the
time step.
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).
We have also compared the effect of different values of
the Reynolds number (Re) on the performances of the two
preconditioners. The results are illustrated in Fig. 4. Pnew is
weakly affected by the Reynolds number, at least for a time
step sufficiently small.
2oI
Fig.4. Performances of the CC and Pnew for different values of the
Reynolds number. On the abscissa, -logl0(At) (h = 1/20)
4.3 Lid Driven Cavity test case
We considered the domain [0, 1] 3, where we solved both the
Stokes and the NS problems for the lid driven cavity test case.
In Table 5 we show the results obtained by the CC precon-
ditioner and the new one for different values of the mesh
A fast preconditioner for the incompressible Navier Stokes Equations 111

Table 5. Mean (Max) number of iterations required for the convergence

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

1/4 1/5 1/10 time step

'cc 8 (21) 8.2 (21) 7.7 (22) h

'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

size and the time step, in a 3D computation. We considered t~

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

1/8 1/16 1/32 inner toll

Pcc 17.4 20.7 22.3 1.e(- 14)

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
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
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
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 -
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
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
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 -
ber of external iterations required by both the preconditioners
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
increased (10-3).
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