Boundary layer preconditioners for finite-element discretizations of singularly perturbed reaction-diffusion problems

Thai Anh Nhan, Scott MacLachlan and Niall Madden

July 2017.

Abstract

We consider the iterative solution of linear systems of equations arising from the discretization of singularly perturbed reaction-diffusion differential equations by finite-element methods on boundary-fitted meshes. The equations feature a perturbation parameter, which may be arbitrarily small, and, correspondingly, their solutions feature layers: regions where the solution changes rapidly. Therefore, numerical solutions are computed on specially designed, highly anisotropic layer-adapted meshes. Usually, the resulting linear systems are ill-conditioned, and, so, careful design of suitable preconditioners is necessary in order to solve them in a way that is robust, with respect to the perturbation parameter, and efficient. We propose a boundary layer preconditioner, in the style of that introduced by MacLachlan and Madden (2013) for a finite-difference method. We prove the optimality of this preconditioner and establish a suitable stopping criterion for one-dimensional problems. Numerical results are presented which demonstrate that the ideas extend to problems in two dimensions.

Full text: https://www.math.mun.ca/~smaclachlan/research/FEM_BLPCG.pdf