Conditioning of linear systems arising from penalty methods

2022/06/14 by William Layton, Layton, William, Shuxian Xu +1
Computer Science · Engineering · Mathematics · #Advanced Numerical Methods in Computational Mathematics #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical methods in inverse problems

paper · pdf · doi:10.48550/arxiv.2206.06971

openalex publication_date 2022/06/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Penalizing incompressibility in the Stokes problem leads, under mild assumptions, to matrices with condition numbers κ=O (ε ^-1h^-2), ε = penalty parameter <<1, and h= mesh width <1. Although κ=O(ε ^-1h^-2) is large, practical tests seldom report difficulty in solving these systems. In the SPD case, using the conjugate gradient method, this is usually explained by spectral gaps occurring in the penalized coefficient matrix. Herein we point out a second contributing factor. Since the solution is approximately incompressible, solution components in the eigenspaces associated with the penalty terms can be small. As a result, the effective condition number can be much smaller than the standard condition number.

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