Volume 58, pp. 394-401, 2023.

Conditioning of linear systems arising from penalty methods

William Layton and Shuxian Xu


Penalizing incompressibility in the Stokes problem leads, under mild assumptions, to matrices with condition numbers $\kappa =\mathcal{O} (\varepsilon ^{-1}h^{-2})$, with $\varepsilon =$ penalty parameter $\ll1$ and $h= $ meshwidth $<1$. Although $\kappa =\mathcal{O}(\varepsilon ^{-1}h^{-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.

Full Text (PDF) [501 KB], BibTeX

Key words

penalty method, effective condition number

AMS subject classifications

65F35, 15A12

< Back