MATHICSE Technical Report : Multi space reduced basis preconditioners for large-scale parametrized PDEs

In this work we introduce a new two-level preconditioner for the efficient solution of large scale linear systems arising from the discretization of parametrized PDEs. The proposed preconditioner combines in a multiplicative way a reduced basis solver, which plays the role of coarse component, and a "traditional" fine grid preconditioner, such as one-level Additive Schwarz, block Gauss-Seidel or block Jacobi preconditioners. The coarse component is built up on a new Multi Space Reduced Basis (MSRB) method that we introduce for the first time in this paper, where are reduced basis space is built through the proper orthogonal decomposition (POD) algorithm at each step of the iterative method at hand, like the flexible GMRES method. MSRB strategy consists in building reduced basis (RB) spaces that are well-suited to perform a single iteration, by addressing the error components which have not been treated yet. The Krylov iterations employed to solve the resulting preconditioned system targets small tolerances with a very small iteration count and in a very short time, showing good optimality and scalability properties. Simulations are carried out to evaluate the performance of the proposed preconditioner indifferent large scale computational settings related to parametrized advection diffusion equations and compared with the current state of the art algebraic multigrid preconditioners.