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Solution of linear systems from an optimal control problem arising in wind simulation |
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| Authors: | M. Benzi L. Ferragut M. Pennacchio V. Simoncini |
| Affiliation: | 1. Department of Mathematics and Computer Science, Emory University, Atlanta, GA 30322, U.S.A.;2. Instituto Universitario de Física y Matemáticas y Departamento de Matemática Aplicada, Plaza de la Merced s/n, Universidad de Salamanca, 37008 Salamanca, Spain;3. Istituto di Matematica Applicata e Tecnologie Informatiche, CNR, via Ferrata, 1, 27100 Pavia, Italy;4. Dipartimento di Matematica, Università di Bologna, Piazza di Porta S. Donato, 5, 40127 Bologna, Italy |
| Abstract: | Several solution strategies for a class of large, sparse linear systems with a block 2 × 2 structure arising from the finite element discretization of an optimal control problem in wind simulation are introduced and analyzed. Block preconditioners and a sparse direct solver on the original coupled system are compared with a preconditioned GMRES iteration applied to a reduced system (Schur complement). Theoretical and experimental results demonstrate the effectiveness of the reduced system approach. Copyright © 2009 John Wiley & Sons, Ltd. |
| Keywords: | block preconditioning Schur complement sparse direct solvers AMG eigenvalue bounds |