Abstract
In this paper we discuss how certain saddle point problems, arising from discretizations of partial differential equations, should be preconditioned in order to obtain iterative methods which converge with a rate independent of the discretization parameters. The results for the discrete systems are motivated from corresponding results for the continuous systems. Our general approach is illustrated by studying Stokes’ problem, a mixed formulation of second order elliptic equations and a variational problem motivated from scattered data approximation.
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Rusten, T., Winther, R. (1997). Preconditioning Linear Saddle Point Problems. In: Dæhlen, M., Tveito, A. (eds) Numerical Methods and Software Tools in Industrial Mathematics. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1984-2_13
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DOI: https://doi.org/10.1007/978-1-4612-1984-2_13
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-7367-7
Online ISBN: 978-1-4612-1984-2
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