Solution of linear systems from an optimal control problem arising in wind simulation

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 s...

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Published in:Numerical linear algebra with applications 2010-12, Vol.17 (6), p.895-915
Main Authors: Benzi, M., Ferragut, L., Pennacchio, M., Simoncini, V.
Format: Article
Language:English
Subjects:
AMG
block preconditioning
Blocking
Computer simulation
eigenvalue bounds
Linear systems
Mathematical analysis
Mathematical models
Optimal control
Schur complement
Solvers
sparse direct solvers
Strategy
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Ferragut, L.
Pennacchio, M.
Simoncini, V.
description 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.
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subjects AMG
block preconditioning
Blocking
Computer simulation
eigenvalue bounds
Linear systems
Mathematical analysis
Mathematical models
Optimal control
Schur complement
Solvers
sparse direct solvers
Strategy
title Solution of linear systems from an optimal control problem arising in wind simulation
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