Accelerating the Uzawa Algorithm

Nguyenho Ho, Sarah D. Olson, Homer F. Walker

Published 2015-10-14Version 1

The Uzawa algorithm is an iterative method for the solution of saddle-point problems, which arise in many applications, including fluid dynamics. Viewing the Uzawa algorithm as a fixed- point iteration, we explore the use of Anderson acceleration (also known as Anderson mixing) to improve the convergence. We compare the performance of the preconditioned Uzawa algorithm with and without acceleration on several steady Stokes and Oseen problems for incompressible flows. For perspective, we include in our comparison several other iterative methods that have appeared in the literature. The results indicate that the accelerated preconditioned Uzawa algorithm converges significantly faster than the algorithm without acceleration and is competitive with the other methods considered.