A comparison of two multilevel Schur preconditioners for adaptive FEM

Abstract: There are several algorithms for solving the linear system of equations that arise from the finite element method with linear or near-linear computational complexity. One way is to find an approximation of the stiffness matrix that is such that it can be used in a preconditioned conjugate residual method, that is, a preconditioner to the stiffness matrix. We have studied two preconditioners for the conjugate residual method, both based on writing the stiffness matrix in block form, factorising it and then approximating the Schur complement block to get a preconditioner. We have studied the stationary reaction-diffusion-advection equation in two dimensions. The mesh is refined adaptively, giving a hierarchy of meshes. In the first method the Schur complement is approximated by the stiffness matrix at one coarser level of the mesh, in the second method it is approximated as the assembly of local Schur complements corresponding to macro triangles. For two levels the theoretical bound of the condition number is 1/(1-C²) for either method, where C is the Cauchy-Bunyakovsky-Schwarz constant. For multiple levels there is less theory. For the first method it is known that the condition number of the preconditioned stiffness matrix is O(l²), where l is the number of levels of the preconditioner, or, equivalently, the number mesh refinements. For the second method the asymptotic behaviour is not known theoretically. In neither case is the dependency of the condition number of C known. We have tested both methods on several problems and found the first method to always give a better condition number, except for very few levels. For all tested problems, using the first method it seems that the condition number is O(l), in fact it is typically not larger than Cl. For the second method the growth seems to be superlinear.