Analysis of the Inexact Uzawa Algorithm
for Saddle Point Problems

J. H. Bramble
Department of Mathematics
Cornell University
Ithaca, NY 14853 and
Department of Mathematics
Texas A&M University
College Station, TX 77843

J. E. Pasciak
Applied Math Department
Brookhaven National Laboratory
Upton, NY 11973

A. T. Vassilev
Department of Mathematics
Texas A&M University
College Station, TX 77843

Abstract

In this paper, we consider the so-called "inexact Uzawa" algorithm for iteratively solving linear block saddle point problems. Such saddle point problems arise, for example, in finite element and finite difference discretizations of Stokes equations, the equations of elasticity and mixed finite element discretization of second order problems. We consider both the linear and nonlinear variants of the inexact Uzawa iteration. We show that the linear method always converges as long as the preconditioners defining the algorithm are properly scaled. Bounds for the rate of convergence are provided in terms of the rate of convergence for the preconditioned Uzawa algorithm and the reduction factor corresponding to the preconditioner for the upper left hand block. In the case of nonlinear iteration, the inexact Uzawa algorithm is shown to converge provided that the nonlinear process approximating the inverse of the upper left hand block is of sufficient accuracy. Bounds for the nonlinear iteration are given in terms of this accuracy parameter and the rate of convergence of the preconditioned linear Uzawa algorithm. Applications to the Stokes equations and mixed finite element discretization of second order elliptic problems are discussed and finally, the results of numerical experiments involving the algorithms are presented.


Contributed November 6, 1995.