Laplacian preconditioning of elliptic PDEs: Localization of the eigenvalues of the discretized operator

Tomáš Gergelits, Kent-André Mardal, Bjørn Fredrik Nielsen, Zdeněk Strakoš

Published 2018-09-11Version 1

In the paper \textit{Preconditioning by inverting the {L}aplacian; an analysis of the eigenvalues. IMA Journal of Numerical Analysis 29, 1 (2009), 24--42}, Nielsen, Hackbusch and Tveito study the operator generated by using the inverse of the Laplacian as preconditioner for second order elliptic PDEs $\nabla \cdot (k(x) \nabla u) = f$. They prove that the range of $k(x)$ is contained in the spectrum of the preconditioned operator, provided that $k$ is continuous. Their rigorous analysis only addresses mappings defined on infinite dimensional spaces, but the numerical experiments in the paper suggest that a similar property holds in the discrete case. % Motivated by this investigation, we analyze the eigenvalues of the matrix $\bf{L}^{-1}\bf{A}$, where $\bf{L}$ and ${\bf{A}}$ are the stiffness matrices associated with the Laplace operator and general second order elliptic operators, respectively. Without any assumption about the continuity of $k(x)$, we prove the existence of a one-to-one pairing between the eigenvalues of $\bf{L}^{-1}\bf{A}$ and the intervals determined by the images under $k(x)$ of the supports of the FE nodal basis functions. As a consequence, we can show that the nodal values of $k(x)$ yield accurate approximations of the eigenvalues of $\bf{L}^{-1}\bf{A}$. Our theoretical results are illuminated by several numerical experiments.