English

Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification

Numerical Analysis 2021-07-14 v2 Numerical Analysis

Abstract

This paper analyses the following question: let Aj\mathbf{A}_j, j=1,2,j=1,2, be the Galerkin matrices corresponding to finite-element discretisations of the exterior Dirichlet problem for the heterogeneous Helmholtz equations (Ajuj)+k2njuj=f\nabla\cdot (A_j \nabla u_j) + k^2 n_j u_j= -f. How small must A1A2Lq\|A_1 -A_2\|_{L^q} and n1n2Lq\|{n_1} - {n_2}\|_{L^q} be (in terms of kk-dependence) for GMRES applied to either (A1)1A2(\mathbf{A}_1)^{-1}\mathbf{A}_2 or A2(A1)1\mathbf{A}_2(\mathbf{A}_1)^{-1} to converge in a kk-independent number of iterations for arbitrarily large kk? (In other words, for A1\mathbf{A}_1 to be a good left- or right-preconditioner for A2\mathbf{A}_2?). We prove results answering this question, give theoretical evidence for their sharpness, and give numerical experiments supporting the estimates. Our motivation for tackling this question comes from calculating quantities of interest for the Helmholtz equation with random coefficients AA and nn. Such a calculation may require the solution of many deterministic Helmholtz problems, each with different AA and nn, and the answer to the question above dictates to what extent a previously-calculated inverse of one of the Galerkin matrices can be used as a preconditioner for other Galerkin matrices.

Cite

@article{arxiv.2005.13390,
  title  = {Analysis of a Helmholtz preconditioning problem motivated by uncertainty quantification},
  author = {Ivan G. Graham and Owen R. Pembery and Euan A. Spence},
  journal= {arXiv preprint arXiv:2005.13390},
  year   = {2021}
}
R2 v1 2026-06-23T15:51:16.352Z