TY - JOUR
T1 - Preconditioning Techniques in Chebyshev Collocation Method for Elliptic Equations
AU - Fang , Zhi-Wei
AU - Shen , Jie
AU - Sun , Hai-Wei
JO - International Journal of Numerical Analysis and Modeling
VL - 1-2
SP - 277
EP - 287
PY - 2018
DA - 2018/01
SN - 15
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/ijnam/10568.html
KW - Chebyshe collocation method, elliptic equation, finite-difference preconditioner, approximate inverse.
AB - <p style="text-align: justify;">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.</p>