Iterative Solution of Piecewise Linear Systems and Applications to Flows in Porous Media

  • Authors:
  • Luigi Brugnano;Vincenzo Casulli

  • Affiliations:
  • luigi.brugnano@unifi.it;vincenzo.casulli@unitn.it

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2009

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Abstract

The correct numerical modeling of free-surface hydrodynamic problems often requires to have the solution of special linear systems whose coefficient matrix is a piecewise constant function of the solution itself. In doing so, one may fulfill relevant physical constraints. The existence, the uniqueness, and two constructive iterative methods to solve a piecewise linear system of the form $\max[\boldsymbol{l},\min(\boldsymbol{u},\mathbf{x})]+T\mathbf{x}=\mathbf{b}$ are analyzed. The methods are shown to have a finite termination property; i.e., they converge to an exact solution in a finite number of steps and, actually, they converge very quickly, as confirmed by a few numerical tests, which are derived from the mathematical modeling of flows in porous media.