Multilevel Gradient Uzawa Algorithms for Symmetric Saddle Point Problems

作者：Bacuta Constantin^*; Shu Lu

来源：Journal of Scientific Computing, 2013, 57(1): 105-123.

DOI：10.1007/s10915-013-9697-9

• Inexact Uzawa algorithms
• Symmetric saddle point system
• Multilevel methods
• Gradient methods

In this paper, we introduce a general multilevel gradient Uzawa algorithm for symmetric saddle point systems. We compare its performance with the performance of the standard Uzawa multilevel algorithm. The main idea of the approach is to combine a double inexact Uzawa algorithm at the continuous level with a gradient type algorithm at the discrete level. The algorithm is based on the existence of a priori multilevel sequences of nested approximation pairs of spaces, but the family does not have to be stable. To ensure convergence, the process has to maintain an accurate representation of the residuals at each step of the inexact Uzawa algorithm at the continuous level. The residual representations at each step are approximated by projections or representation operators. Sufficient conditions for ending the iteration on a current pair of discrete spaces are determined by computing simple indicators that involve consecutive iterations. When compared with the standard Uzawa multilevel algorithm, our proposed algorithm has the advantages of automatically selecting the relaxation parameter, lowering the number of iterations on each level, and improving on running time. By carefully choosing the discrete spaces and the projection operators, the error for the second component of the solution can be significantly improved even when comparison is made with the discretization on standard families of stable pairs.

• 出版日期2013-10