Robust Preconditioners for the High-Contrast Elliptic Partial Differential Equations

Abstract

In this thesis, we discuss a robust preconditioner (the AGKS preconditioner) for solving linear systems arising from approximations of partial differential equations (PDEs) with high-contrast coefficients. The problems considered here include the standard second and higher order elliptic PDEs such as high-contrast diffusion equation, Stokes' equation and biharmonic-plate equation. The goal of this study is the development of robust and parallelizable preconditioners that can easily be integrated to treat large configurations. The construction of the preconditioner consists of two phases. The first one is an algebraic phase which partitions the degrees of freedom into high and low permeability regions which may be of arbitrary geometry. This yields a corresponding block partitioning of the stiffness matrix allowing us to use a formula for the action of its inverse involving the inverses of both the high permeability block and its Schur complement in the original matrix. Singular perturbation analysis plays a big role to analyze the structure of the required subblock inverses in the high contrast case which shows that for high enough contrast each of the subblock inverses can be approximated well by solving only systems with constant coefficients. The second phase involves an efficient multigrid approximation of this exact inverse. After applying singular perturbation theory to each of the sub-blocks, we obtain that inverses of each of the subblocks with high contrast entries can be approximated efficiently using geometric multigrid methods, and that this approximation is robust with respect to both the contrast and the mesh size. The result is a multigrid method for high contrast problems which is provably optimal to both contrast and mesh size. We demonstrate the advantageous properties of the AGKS preconditioner using experiments on model high-contrast problems. We examine its performance against multigrid method under varying discretizations of diffusion equation, Stokes equation and biharmonic-plate equation. Thus, we show that we accomplished a desirable preconditioning design goal by using the same family of preconditioners to solve the elliptic family of PDEs with varying discretizations.