Field of Values Analysis of a Two-Level Preconditioner for the Helmholtz Equation

In this paper, we study the convergence of a two-level preconditioned GMRES for linear systems related to first order finite element discretizations of Helmholtz equation in a lossy media. Due to losses, the finite element system matrix is nonnormal. To handle this nonnormality, we use a field of values based convergence criterion for GMRES. The focus is on a priori analysis to study the dependency between GMRES convergence and wave number, losses, and coarse as well as fine grid mesh sizes, before any actual computations are done. The analysis indicates that the coarse grid mesh size $H$ should satisfy the constraint $\kappa^3 H \ll 1$ to guarantee wave number and mesh size independent convergence of the preconditioned iteration. The obtained theoretical results are illustrated in two- and three-dimensional numerical examples.

[1]  L. Trefethen,et al.  Spectra and Pseudospectra , 2020 .

[2]  Cornelis Vuik,et al.  Spectral Analysis of the Discrete Helmholtz Operator Preconditioned with a Shifted Laplacian , 2007, SIAM J. Sci. Comput..

[3]  Jens Markus Melenk,et al.  Wavenumber Explicit Convergence Analysis for Galerkin Discretizations of the Helmholtz Equation , 2011, SIAM J. Numer. Anal..

[4]  Cornelis Vuik,et al.  A Novel Multigrid Based Preconditioner For Heterogeneous Helmholtz Problems , 2005, SIAM J. Sci. Comput..

[5]  Anne Greenbaum,et al.  Iterative methods for solving linear systems , 1997, Frontiers in applied mathematics.

[6]  Xiao,et al.  MULTIPLICATIVE SCHWARZ ALGORITHMS FOR SOME NONSYMMETRIC AND INDEFINITE PROBLEMS , 1993 .

[7]  Olof B. Widlund,et al.  Domain Decomposition Algorithms for Indefinite Elliptic Problems , 2017, SIAM J. Sci. Comput..

[8]  M. B. Van Gijzen,et al.  CONVERGENCE BOUNDS FOR PRECONDITIONED GMRES USING ELEMENT-BY-ELEMENT ESTIMATES OF THE FIELD OF VALUES , 2006 .

[9]  Yousef Saad,et al.  Iterative methods for sparse linear systems , 2003 .

[10]  M. Dauge Elliptic boundary value problems on corner domains , 1988 .

[11]  Harry Yserentant,et al.  Preconditioning indefinite discretization matrices , 1989 .

[12]  Antti Hannukainen,et al.  Field of values analysis of preconditioners for the Helmholtz equation in lossy media , 2011, 1106.0424.

[13]  M. Embree How Descriptive are GMRES Convergence Bounds? , 1999, ArXiv.

[14]  A. Bayliss,et al.  An Iterative method for the Helmholtz equation , 1983 .

[15]  Cornelis Vuik,et al.  Comparison of multigrid and incomplete LU shifted-Laplace preconditioners for the inhomogeneous Helmholtz equation , 2006 .

[16]  Josef Sifuentes,et al.  Preconditioned iterative methods for inhomogeneous acoustic scattering applications , 2010 .

[17]  Yogi A. Erlangga,et al.  Advances in Iterative Methods and Preconditioners for the Helmholtz Equation , 2008 .

[18]  P. Grisvard Singularities in Boundary Value Problems , 1992 .

[19]  Charles R. Johnson,et al.  Topics in Matrix Analysis , 1991 .

[20]  A. H. Schatz,et al.  An observation concerning Ritz-Galerkin methods with indefinite bilinear forms , 1974 .

[21]  Joseph E. Pasciak,et al.  Analysis of a Multigrid Algorithm for Time Harmonic Maxwell Equations , 2004, SIAM J. Numer. Anal..

[22]  Gary R. Consolazio,et al.  Finite Elements , 2007, Handbook of Dynamic System Modeling.

[23]  I. Babuska,et al.  Finite element solution of the Helmholtz equation with high wave number Part I: The h-version of the FEM☆ , 1995 .

[24]  Cornelis Vuik,et al.  On a Class of Preconditioners for Solving the Helmholtz Equation , 2003 .

[25]  Ivo Babuska,et al.  Finite Element Solution to the Helmholtz Equation with High Wave Number Part II : The hp-version of the FEM , 2022 .

[26]  Y. Saad,et al.  GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems , 1986 .

[27]  Joseph E. Pasciak,et al.  Overlapping Schwarz preconditioners for indefinite time harmonic Maxwell equations , 2003, Math. Comput..