Moving the right-hand side terms to the left, a nonlinear function is created as
@f{eqnarray*}
-F(\mathbf{u}, p) = \left(
- \begin{array}{c}
- - \nu \Delta\mathbf{u} + (\mathbf{u} \cdot \nabla)\mathbf{u} + \nabla p - \mathbf{f} \\
- - \nabla \cdot \mathbf{u} \\
- \end{array}
- \right).
+F(\mathbf{u}, p) =
+ \begin{pmatrix}
+ - \nu \Delta\mathbf{u} + (\mathbf{u} \cdot \nabla)\mathbf{u} + \nabla p - \mathbf{f} \\
+ - \nabla \cdot \mathbf{u}
+ \end{pmatrix}.
@f}
$F(\textbf{u}, p)$ is a nonlinear function whose root is
\right)\\
\\
&=& \lim_{\epsilon \to 0} \frac{1}{\epsilon}
- \left(
- \begin{array}{c}
+ \begin{pmatrix}
- \epsilon \nu \Delta \delta \mathbf{u}^{k}
+ \epsilon \mathbf{u}^{k} \cdot \nabla \delta \mathbf{u}^{k}
+ \epsilon \delta \mathbf{u}^{k} \cdot \nabla \mathbf{u}^{k}
+ \epsilon^{2} \delta \mathbf{u}^{k} \cdot \nabla \delta \mathbf{u}^{k}
+ \epsilon \nabla \delta p^{k}\\
- - \epsilon \nabla \cdot \delta \mathbf{u}^{k}\\
- \end{array}
- \right)\\
+ - \epsilon \nabla \cdot \delta \mathbf{u}^{k}
+ \end{pmatrix} \\
\\
- &=& \left(
- \begin{array}{c}
+ &=& \begin{pmatrix}
- \nu \Delta \delta \mathbf{u}^{k}
+ \mathbf{u}^{k} \cdot \nabla \delta \mathbf{u}^{k}
+ \delta \mathbf{u}^{k} \cdot \nabla \mathbf{u}^{k}
- + \nabla\delta p^{k}\\
- - \nabla \cdot \delta \mathbf{u}^{k}\\
- \end{array}
- \right).
+ + \nabla \delta p^{k}\\
+ - \nabla \cdot \delta \mathbf{u}^{k}
+ \end{pmatrix}.
@f}
Therefore, we arrive at the linearized system:
At each step of Newton's iteration, the problem results in solving a
saddle point systems of the form
@f{eqnarray*}
- \left(
- \begin{array}{cc}
- A & B^{T} \\
- B & 0 \\
- \end{array}
- \right)
- \left(
- \begin{array}{c}
- U \\
- P \\
- \end{array}
- \right)
+ \begin{pmatrix}
+ A & B^{T} \\
+ B & 0
+ \end{pmatrix}
+ \begin{pmatrix}
+ U \\
+ P
+ \end{pmatrix}
=
- \left(
- \begin{array}{c}
- F \\
- 0 \\
- \end{array}
- \right).
+ \begin{pmatrix}
+ F \\
+ 0
+ \end{pmatrix}.
@f}
This system matrix has the same block structure as the one in step-22. However,
Instead of solving the above system, we can solve the equivalent system
@f{eqnarray*}
- \left(
- \begin{array}{cc}
- A + \gamma B^TW^{-1}B & B^{T} \\
- B & 0 \\
- \end{array}
- \right)
- \left(
- \begin{array}{c}
- U \\
- P \\
- \end{array}
- \right)
+ \begin{pmatrix}
+ A + \gamma B^TW^{-1}B & B^{T} \\
+ B & 0
+ \end{pmatrix}
+ \begin{pmatrix}
+ U \\
+ P
+ \end{pmatrix}
=
- \left(
- \begin{array}{c}
- F \\
- 0 \\
- \end{array}
- \right)
+ \begin{pmatrix}
+ F \\
+ 0
+ \end{pmatrix}
@f}
with a parameter $\gamma$ and an invertible matrix $W$. Here
$\gamma B^TW^{-1}B$ is the Augmented Lagrangian term; see [1] for details.
$P^{-1}$ as $GP^{-1}y = b$, where
@f{eqnarray*}
-P^{-1} = \left(
- \begin{array}{cc}
- \tilde{A} & B^T \\
- 0 & \tilde{S}
- \end{array}
- \right)^{-1},
+P^{-1} =
+ \begin{pmatrix}
+ \tilde{A} & B^T \\
+ 0 & \tilde{S}
+ \end{pmatrix}^{-1}
@f}
with $\tilde{A} = A + \gamma B^TW^{-1}B$ and $\tilde{S}$ is the
@f{eqnarray*}
P^{-1} =
- \left(
- \begin{array}{cc}
+ \begin{pmatrix}
\tilde{A}^{-1} & 0 \\
0 & I
- \end{array}
- \right)
- \left(
- \begin{array}{cc}
+ \end{pmatrix}
+ \begin{pmatrix}
I & -B^T \\
0 & I
- \end{array}
- \right)
- \left(
- \begin{array}{cc}
+ \end{pmatrix}
+ \begin{pmatrix}
I & 0 \\
0 & \tilde{S}^{-1}
- \end{array}
- \right).
+ \end{pmatrix}.
@f}
Here two inexact solvers will be needed for $\tilde{A}^{-1}$ and