Mat-1.3656 Seminar on numerical analysis and computational science

Monday, Feb 24, 2014, room Y347 at 14.15, Eirola & Stenberg

Antti Hannukainen, Aalto!, Department of Mathematics and Systems Analysis
Pseudospectrum based GMRES convergence analysis for the Helmholtz equation

Finite element simulation of time-harmonic wave propagation problems leads to solution of very large indefinite linear systems. When losses, absorbing boundary or impedance boundary conditions are present, as often in realistic engineering applications, these linear systems are complex valued, non-Hermitian and non-normal. The large size of the system restricts the use of direct solvers making preconditioned iterative solvers the method of choice, especially in the high-frequency domain.

Analyzing the convergence properties of such preconditioned iterative methods is difficult. This is mainly due to indefiniteness and non-normality. Because of non-normality, the eigenvalues alone do not give information on the convergence. Our approach is to use convergence criteria based on the location of the pseudospectrum of the coefficient matrix.

In this talk, we focus on convergence analysis of the preconditioned GMRES method for Helmholtz equation with first order absorbing boundary conditions. We show how two basic properties of the weak problem, stability and boundedness can be used to derive inclusion and exclusion regions for the pseudospectrum of the coefficient matrix. As an example, we consider so-called shifted-Laplace preconditioner.