A class of iterative methods for solving saddle point problems. (English) Zbl 0684.65031

The authors consider the numerical solution of a class of indefinite systems of linear equations arising in the calculation of saddle points. The main concern is of large sparse systems resulting from certain discretizations of partial differential equations. A two level iterative method is proposed and convergence rates for both inner and outer iterations are provided. The technique is applied to finite element approximations of the Stokes equations.
Reviewer: A.Varga


65F10 Iterative numerical methods for linear systems
65F50 Computational methods for sparse matrices
65N22 Numerical solution of discretized equations for boundary value problems involving PDEs
65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
76D07 Stokes and related (Oseen, etc.) flows
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