Inexact Newton method for the solution of eigenproblems arising in hydrodynamic temporal stability analysis

IF 3.8 2区 数学 Q1 MATHEMATICS Journal of Numerical Mathematics Pub Date : 2019-08-13 DOI:10.1515/jnma-2019-0021
K. V. Demyanko, I. Kaporin, Y. Nechepurenko
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引用次数: 2

Abstract

Abstract The inexact Newton method developed earlier for computing deflating subspaces associated with separated groups of finite eigenvalues of regular linear large sparse non-Hermitian matrix pencils is specialized to solve eigenproblems arising in the hydrodynamic temporal stability analysis. To this end, for linear systems to be solved at each step of the Newton method, a new efficient MLILU2 preconditioner based on the multilevel 2nd order incomplete LU-factorization is proposed. A special variant of Krylov subspace method IDR2 with right preconditioning is developed. In comparison with GMRES it requires much smaller workspace while may converge considerably faster than BiCGStab. The effectiveness of the proposed methods is illustrated with matrix pencils of order up to 3.1 ⋅ 106 arising in the temporal linear stability analysis of a typical hydrodinamic flow.
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求解水动力时间稳定性分析中本征问题的非精确牛顿法
摘要非精确牛顿法用于计算正则线性大稀疏非厄米矩阵铅笔的有限特征值分离群相关的压缩子空间,专门用于解决水动力时间稳定性分析中的特征问题。为此,针对牛顿法每一步都要求解的线性系统,提出了一种基于多级二阶不完全lu分解的高效MLILU2预调节器。提出了一种特殊的Krylov子空间方法IDR2的右预处理。与GMRES相比,它需要更小的工作空间,但收敛速度可能比BiCGStab快得多。通过典型流体动力流的时间线性稳定性分析中出现的阶数高达3.1⋅106的矩阵铅笔,说明了所提方法的有效性。
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来源期刊
CiteScore
5.90
自引率
3.30%
发文量
17
审稿时长
>12 weeks
期刊介绍: The Journal of Numerical Mathematics (formerly East-West Journal of Numerical Mathematics) contains high-quality papers featuring contemporary research in all areas of Numerical Mathematics. This includes the development, analysis, and implementation of new and innovative methods in Numerical Linear Algebra, Numerical Analysis, Optimal Control/Optimization, and Scientific Computing. The journal will also publish applications-oriented papers with significant mathematical content in computational fluid dynamics and other areas of computational engineering, finance, and life sciences.
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