Preconditioning Techniques in Chebyshev Collocation Method for Elliptic Equations

Preconditioning Techniques in Chebyshev Collocation Method for Elliptic Equations

Year:    2018

Author:    Zhi-Wei Fang, Jie Shen, Hai-Wei Sun

International Journal of Numerical Analysis and Modeling, Vol. 15 (2018), Iss. 1-2 : pp. 277–287

Abstract

When one approximates elliptic equations by the spectral collocation method on the Chebyshev-Gauss-Lobatto (CGL) grid, the resulting coefficient matrix is dense and ill-conditioned. It is known that a good preconditioner, in the sense that the preconditioned system becomes well conditioned, can be constructed with finite difference on the CGL grid. However, there is a lack of an efficient solver for this preconditioner in multi-dimension. A modified preconditioner based on the approximate inverse technique is constructed in this paper. The computational cost of each iteration in solving the preconditioned system is $\mathcal{O}(\ell N_x N_y log N_x)$, where $N_x$, $N_y$ are the grid sizes in each direction and $\ell$ is a small integer. Numerical examples are given to demonstrate the efficiency of the proposed preconditioner.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2018-IJNAM-10568

International Journal of Numerical Analysis and Modeling, Vol. 15 (2018), Iss. 1-2 : pp. 277–287

Published online:    2018-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    11

Keywords:    Chebyshe collocation method elliptic equation finite-difference preconditioner approximate inverse.

Author Details

Zhi-Wei Fang

Jie Shen

Hai-Wei Sun