An Augmented Lagrangian Uzawa Iterative Method for Solving Double Saddle-Point Systems With Semi-Definite (2,2) Block and its Application to DLM/FD Method for Elliptic Interface Problems
Communications in Computational Physics
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In this paper, an augmented Lagrangian Uzawa iterative method is de- veloped and analyzed for solving a class of double saddle-point systems with semi- definite (2,2) block. Convergence of the iterative method is proved under the assump- tion that the double saddle-point problem exists a unique solution. An application of the iterative method to the double saddle-point systems arising from the distributed Lagrange multiplier/fictitious domain (DLM/FD) finite element method for solving elliptic interface problems is also presented, in which the existence and uniqueness of the double saddle-point system is guaranteed by the analysis of the DLM/FD fi- nite element method. Numerical experiments are conducted to validate the theoretical results and to study the performance of the proposed iterative method.
Double saddle-point problem; Augmented Lagrangian Uzawa method; Elliptic inter-face problem; Distributed Lagrange multiplier/fictitious domain (DLM/FD) Method
An Augmented Lagrangian Uzawa Iterative Method for Solving Double Saddle-Point Systems With Semi-Definite (2,2) Block and its Application to DLM/FD Method for Elliptic Interface Problems.
Communications in Computational Physics, 30(1),