A two-level block preconditioned Jacobi–Davidson method for multiple and clustered eigenvalues of elliptic operators

Q Liang, W Wang, X Xu - SIAM Journal on Numerical Analysis, 2024 - SIAM
Q Liang, W Wang, X Xu
SIAM Journal on Numerical Analysis, 2024SIAM
In this paper, we propose a two-level block preconditioned Jacobi–Davidson (BPJD) method
for efficiently solving discrete eigenvalue problems resulting from finite element
approximations of th () order symmetric elliptic eigenvalue problems. Our method works
effectively to compute the first several eigenpairs, including both multiple and clustered
eigenvalues with corresponding eigenfunctions, particularly. The method is highly
parallelizable by constructing a new and efficient preconditioner using an overlapping …
Abstract
In this paper, we propose a two-level block preconditioned Jacobi–Davidson (BPJD) method for efficiently solving discrete eigenvalue problems resulting from finite element approximations of th () order symmetric elliptic eigenvalue problems. Our method works effectively to compute the first several eigenpairs, including both multiple and clustered eigenvalues with corresponding eigenfunctions, particularly. The method is highly parallelizable by constructing a new and efficient preconditioner using an overlapping domain decomposition (DD). It only requires computing a couple of small scale parallel subproblems and a quite small scale eigenvalue problem per iteration. Our theoretical analysis reveals that the convergence rate of the method is bounded by , where is the diameter of subdomains and is the overlapping size among subdomains. The constant is independent of the mesh size and the internal gaps among the target eigenvalues, demonstrating that our method is optimal and cluster robust. Meanwhile, the -dependent constant decreases monotonically to 1, as , which means that more subdomains lead to the better convergence rate. Numerical results supporting our theory are given.
Society for Industrial and Applied Mathematics
Showing the best result for this search. See all results