Preconditioned cg‐like methods for solving non‐linear convection—diffusion equations

Abstract

The paper presents the numerical performance of the preconditioned generalized conjugate gradient (PGCG) methods in solving non‐linear convection — diffusion equations. Three non‐linear systems which describe a non‐isothermal chemical reactor, the chemically driven convection in a porous medium and the incompressible steady flow past a sphere are the test problems. The standard second order accurate centred finite difference scheme is used to discretize the models equations. The discrete approximations are solved with a double iterative process using the Newton method as outer iteration and the PGCG algorithm as inner iteration. Three PGCG techniques, which emerge to be the best performing, are tested. Laplace‐type operators are employed for preconditioning. The results show that the convergence of the PGCG methods depends strongly on the convection—diffusion ratio. The most robust algorithm is GMRES. But even with GMRES non‐convergence occurs when the convection—diffusion ratio exceeds a limit value. Thi...