The convergence rate of the minimal residual method for the Stokes problem

Summary. Discretisation of the classical Stokes problem gives rise to symmetric indefinite matrices with eigenvalues which, in a precise way, are not symmetric about the origin, but which do depend on a mesh size parameter. Convergence estimates for the Conjugate Residual or Minimum Residual iterative solution of such systems are given by best minimax polynomial approximations on an inclusion set for the eigenvalues. In this paper, an analytic convergence estimate for such problems is given in terms of an asymptotically small mesh size parameter.

[1]  M. Hestenes,et al.  Methods of conjugate gradients for solving linear systems , 1952 .

[2]  E. Stiefel,et al.  Relaxationsmethoden bester Strategie zur Lösung linearer Gleichungssysteme , 1955 .

[3]  Irene A. Stegun,et al.  Handbook of Mathematical Functions. , 1966 .

[4]  G. Meinardus Approximation of Functions: Theory and Numerical Methods , 1967 .

[5]  M. Saunders,et al.  Solution of Sparse Indefinite Systems of Linear Equations , 1975 .

[6]  Josef Stoer,et al.  Solution of Large Linear Systems of Equations by Conjugate Gradient Type Methods , 1982, ISMP.

[7]  Gene H. Golub,et al.  Matrix computations , 1983 .

[8]  R. Verfürth A combined conjugate gradient - multi-grid algorithm for the numerical solution of the Stokes problem , 1984 .

[9]  H. V. D. Vorst,et al.  The rate of convergence of Conjugate Gradients , 1986 .

[10]  J. Pasciak,et al.  A preconditioning technique for indefinite systems resulting from mixed approximations of elliptic problems , 1988 .

[11]  Richard S. Varga,et al.  On hybrid semi-iterative methods , 1989 .

[12]  R. Bank,et al.  A class of iterative methods for solving saddle point problems , 1989 .

[13]  R. Freund On polynomial preconditioning and asymptotic convergence factors for indefinite Hermitian matrices , 1991 .

[14]  B. Fischer,et al.  Chebyshev polynomials for disjoint compact sets , 1992 .

[15]  Ragnar Winther,et al.  A Preconditioned Iterative Method for Saddlepoint Problems , 1992, SIAM J. Matrix Anal. Appl..

[16]  Andrew J. Wathen,et al.  Fast iterative solution of stabilised Stokes systems, part I: using simple diagonal preconditioners , 1993 .

[17]  A. Wathen,et al.  Iterative solution techniques for the stokes and Navier‐Stokes equations , 1994 .

[18]  A. Wathen,et al.  Fast iterative solution of stabilised Stokes systems part II: using general block preconditioners , 1994 .

[19]  David J. Silvester Optimal low order finite element methods for incompressible flow , 1994 .

[20]  O. Axelsson,et al.  Finite element solution of boundary value problemes - theory and computation , 2001, Classics in applied mathematics.