论文标题

约束可满足的Krylov求解器,以进行结构保存离散

Constraint-satisfying Krylov solvers for structure-preserving discretisations

论文作者

Jackaman, James, MacLachlan, Scott

论文摘要

时间依赖时间偏微分方程(PDE)的数值方案开发的关键考虑是保留连续解决方案某些特性的能力,例如相关的保护法或解决方案的其他几何结构。对这种结构保存离散方案的开发和分析有悠久的历史,包括标准方案具有结构性保护特性和针对新方案的建议的证据,这些方案既可以实现高阶准确性又可以保留连续性差异方程的某些特性。当结合隐式时间稳定方法时,这些方案的主要缺点是它们的结构具有构造属性通常依赖于(可能是非线性)方程式的精确解决方案,该方程在离散方案中定义了每个时间段的方程式。对于小型系统,这通常是可能的(达到浮点算术的准确性),但是对于考虑典型的时空PDE离散化时会出现的大型线性系统而言,它变得不切实际。在本文中,我们提出了对标准柔性广义最小残差(FGMRE)迭代的修改,该迭代对近似数值解决方案实施了选定的约束。我们证明了它在保护法和耗散系统上的应用。

A key consideration in the development of numerical schemes for time-dependent partial differential equations (PDEs) is the ability to preserve certain properties of the continuum solution, such as associated conservation laws or other geometric structures of the solution. There is a long history of the development and analysis of such structure-preserving discretisation schemes, including both proofs that standard schemes have structure-preserving properties and proposals for novel schemes that achieve both high-order accuracy and exact preservation of certain properties of the continuum differential equation. When coupled with implicit time-stepping methods, a major downside to these schemes is that their structure-preserving properties generally rely on exact solution of the (possibly nonlinear) systems of equations defining each time-step in the discrete scheme. For small systems, this is often possible (up to the accuracy of floating-point arithmetic), but it becomes impractical for the large linear systems that arise when considering typical discretisation of space-time PDEs. In this paper, we propose a modification to the standard flexible generalised minimum residual (FGMRES) iteration that enforces selected constraints on approximate numerical solutions. We demonstrate its application to both systems of conservation laws and dissipative systems.

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