Analysis of the Picard-Newton iteration for the Navier-Stokes equations: global stability and quadratic convergence

Fuente: arXiv
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Auteurs principaux: Pollock, Sara, Rebholz, Leo, Tu, Xuemin, Xiao, Menyging
Format: Preprint
Publié: 2024
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author Pollock, Sara
Rebholz, Leo
Tu, Xuemin
Xiao, Menyging
author_facet Pollock, Sara
Rebholz, Leo
Tu, Xuemin
Xiao, Menyging
contents We analyze and test a simple-to-implement two-step iteration for the incompressible Navier-Stokes equations that consists of first applying the Picard iteration and then applying the Newton iteration to the Picard output. We prove that this composition of Picard and Newton converges quadratically, and our analysis (which covers both the unique solution and non-unique solution cases) also suggests that this solver has a larger convergence basin than usual Newton because of the improved stability properties of Picard-Newton over Newton. Numerical tests show that Picard-Newton dramatically outperforms both the Picard and Newton iterations, especially as the Reynolds number increases. We also consider enhancing the Picard step with Anderson acceleration (AA), and find that the AAPicard-Newton iteration has even better convergence properties on several benchmark test problems.
format Preprint
id arxiv_https___arxiv_org_abs_2402_12304
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Analysis of the Picard-Newton iteration for the Navier-Stokes equations: global stability and quadratic convergence
Pollock, Sara
Rebholz, Leo
Tu, Xuemin
Xiao, Menyging
Numerical Analysis
We analyze and test a simple-to-implement two-step iteration for the incompressible Navier-Stokes equations that consists of first applying the Picard iteration and then applying the Newton iteration to the Picard output. We prove that this composition of Picard and Newton converges quadratically, and our analysis (which covers both the unique solution and non-unique solution cases) also suggests that this solver has a larger convergence basin than usual Newton because of the improved stability properties of Picard-Newton over Newton. Numerical tests show that Picard-Newton dramatically outperforms both the Picard and Newton iterations, especially as the Reynolds number increases. We also consider enhancing the Picard step with Anderson acceleration (AA), and find that the AAPicard-Newton iteration has even better convergence properties on several benchmark test problems.
title Analysis of the Picard-Newton iteration for the Navier-Stokes equations: global stability and quadratic convergence
topic Numerical Analysis
url https://arxiv.org/abs/2402.12304