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Mathematics of Computation

ISSN 1088-6842(online) ISSN 0025-5718(print)



Computational scales of Sobolev norms
with application to preconditioning

Authors: James H. Bramble, Joseph E. Pasciak and Panayot S. Vassilevski
Journal: Math. Comp. 69 (2000), 463-480
MSC (1991): Primary 65F10, 65N20, 65N30
Published electronically: May 19, 1999
MathSciNet review: 1651742
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Abstract: This paper provides a framework for developing computationally efficient multilevel preconditioners and representations for Sobolev norms. Specifically, given a Hilbert space $V$ and a nested sequence of subspaces $V_1 \subset V_2 \subset \ldots \subset V$, we construct operators which are spectrally equivalent to those of the form $\mathcal{A}= \sum _k \mu _k (Q_k-Q_{k-1})$. Here $\mu _k$, $k=1,2,\ldots$, are positive numbers and $Q_k$ is the orthogonal projector onto $V_k$ with $Q_0=0$. We first present abstract results which show when $\mathcal{A}$ is spectrally equivalent to a similarly constructed operator $\widetilde{\mathcal{A}}$ defined in terms of an approximation $\widetilde Q_k$ of $Q_k$ , for $k=1,2, \ldots$ . We show that these results lead to efficient preconditioners for discretizations of differential and pseudo-differential operators of positive and negative order. These results extend to sums of operators. For example, singularly perturbed problems such as $I-\epsilon \Delta$ can be preconditioned uniformly independently of the parameter $\epsilon$. We also show how to precondition an operator which results from Tikhonov regularization of a problem with noisy data. Finally, we describe how the technique provides computationally efficient bounded discrete extensions which have applications to domain decomposition.

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Additional Information

James H. Bramble
Affiliation: Department of Mathematics, Texas A & M University, College Station, Texas 77843

Joseph E. Pasciak

Panayot S. Vassilevski
Affiliation: Central Laboratory of Parallel Processing, Bulgarian Academy of Sciences, “Acad. G. Bontchev” Street, Block 25 A, 1113 Sofia, Bulgaria
Address at time of publication: Center for Applied Scientific Computing, Lawrence Livermore National Laboratory, P. O. Box 808, L-560, Livermore, CA 94551, U.S.A.

Keywords: Interpolation spaces, equivalent norms, finite elements, preconditioning
Received by editor(s): January 14, 1998
Received by editor(s) in revised form: June 23, 1998
Published electronically: May 19, 1999
Additional Notes: The first two authors were partially supported under National Science Foundation grant number DMS-9626567. The third author was partially supported by the Bulgarian Ministry for Education, Science and Technology under grant I–504, 1995.
Article copyright: © Copyright 2000 American Mathematical Society