Efficient parallel solvers for the biharmonic equation

Abstract We examine the convergence characteristics and performance of parallelised Krylov subspace solvers applied to the linear algebraic systems that arise from low-order mixed finite element approximation of the biharmonic problem. Our strategy results in preconditioned systems that have nearly optimal eigenvalue distribution, which consists of a tightly clustered set together with a small number of outliers. We implement the preconditioner operator in a “black-box” fashion using publicly available parallelised sparse direct solvers and multigrid solvers for the discrete Dirichlet Laplacian. We present convergence and timing results that demonstrate efficiency and scalability of our strategy when implemented on contemporary computer architectures.

[1]  Nicholas I. M. Gould,et al.  On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization , 2001, SIAM J. Sci. Comput..

[2]  Petter E. Bjørstad,et al.  High Precision Solutions of Two Fourth Order Eigenvalue Problems , 1999, Computing.

[3]  R. Glowinski,et al.  Numerical methods for the first biharmonic equation and for the two-dimensional Stokes problem , 1977 .

[4]  P. Wesseling A robust and efficient multigrid method , 1982 .

[5]  Elise de Doncker,et al.  D01 Chapter-Numerical Algorithms Group, in samenwerking met de andere D01-contributors. 1) NAG Fortran Mini Manual, Mark 8, D01 18p., , 1981 .

[6]  Nicholas I. M. Gould,et al.  Constraint Preconditioning for Indefinite Linear Systems , 2000, SIAM J. Matrix Anal. Appl..

[7]  Peter K. Jimack,et al.  An efficient direct solver for a class of mixed finite element problems , 2001 .

[8]  A. Wathen Realistic Eigenvalue Bounds for the Galerkin Mass Matrix , 1987 .

[9]  Jack Dongarra,et al.  Numerical Linear Algebra for High-Performance Computers , 1998 .

[10]  I. Babuska,et al.  Analysis of mixed methods using mesh dependent norms , 1980 .

[11]  Jack Dongarra,et al.  1. High-Performance Computing , 1998 .

[12]  D. R. Fokkema,et al.  BiCGstab(ell) for Linear Equations involving Unsymmetric Matrices with Complex Spectrum , 1993 .

[13]  H. K. Moffatt Viscous and resistive eddies near a sharp corner , 1964, Journal of Fluid Mechanics.

[14]  David J. Silvester,et al.  A Black-Box Multigrid Preconditioner for the Biharmonic Equation , 2004 .

[15]  Michel Fortin,et al.  Mixed and Hybrid Finite Element Methods , 2011, Springer Series in Computational Mathematics.

[16]  V. Maz'ya,et al.  ON SIGN VARIATION AND THE ABSENCE OF "STRONG" ZEROS OF SOLUTIONS OF ELLIPTIC EQUATIONS , 1990 .

[17]  K. Stüben A review of algebraic multigrid , 2001 .

[18]  Jennifer A. Scott,et al.  A parallel frontal solver for finite element applications , 2001 .

[19]  P. Peisker A multilevel algorithm for the biharmonic problem , 1985 .

[20]  P. Jimack,et al.  A numerical investigation of the solution of a class of fourth–order eigenvalue problems , 2000, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[21]  Ekkehard W. Sachs,et al.  Block Preconditioners for KKT Systems in PDE—Governed Optimal Control Problems , 2001 .

[22]  V. Simoncini,et al.  Block--diagonal and indefinite symmetric preconditioners for mixed finite element formulations , 1999 .

[23]  Petter E. Bjørstad,et al.  Timely Communication: Efficient Algorithms for Solving a Fourth-Order Equation with the Spectral-Galerkin Method , 1997, SIAM J. Sci. Comput..