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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 59 (1991), S. 431-452 
    ISSN: 0945-3245
    Keywords: 65F10 ; 65N20 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary Algebraic multilevel analogues of the BEPS preconditioner designed for solving discrete elliptic problems on grids with local refinement are formulated, and bounds on their relative condition numbers, with respect to the composite-grid matrix, are derived. TheV-cycle and, more generally,v-foldV-cycle multilevel BEPS preconditioners are presented and studied. It is proved that for 2-D problems theV-cycle multilevel BEPS is almost optimal, whereas thev-foldV-cycle algebraic multilevel BEPS is optimal under a mild restriction on the composite cell-centered grid. For thev-fold multilevel BEPS, the variational relation between the finite difference matrix and the corresponding matrix on the next-coarser level is not necessarily required. Since they are purely algebraically derived, thev-fold (v〉1) multilevel BEPS preconditioners perform without any restrictionson the shape of subregions, unless the refinement is too fast. For theV-cycle BEPS preconditioner (2-D problem), a variational relation between the matrices on two consecutive grids is required, but there is no restriction on the method of refinement on the shape, or on the size of the subdomains.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Numerische Mathematik 56 (1989), S. 157-177 
    ISSN: 0945-3245
    Keywords: AMS(MOS): 65F10 ; 65N20 ; 65N30 ; CR: G1.3
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary A recursive way of constructing preconditioning matrices for the stiffness matrix in the discretization of selfadjoint second order elliptic boundary value problems is proposed. It is based on a sequence of nested finite element spaces with the usual nodal basis functions. Using a nodeordering corresponding to the nested meshes, the finite element stiffness matrix is recursively split up into two-level block structures and is factored approximately in such a way that any successive Schur complement is replaced (approximated) by a matrix defined recursively and thereform only implicitely given. To solve a system with this matrix we need to perform a fixed number (v) of iterations on the preceding level using as an iteration matrix the preconditioning matrix already defined on that level. It is shown that by a proper choice of iteration parameters it suffices to use $$v 〉 \left( {1 - \gamma ^2 } \right)^{ - \tfrac{1}{2}} $$ iterations for the so constructedv-foldV-cycle (wherev=2 corresponds to aW-cycle) preconditioning matrices to be spectrally equivalent to the stiffness matrix. The conditions involve only the constant λ in the strengthened C.-B.-S. inequality for the corresponding two-level hierarchical basis function spaces and are therefore independent of the regularity of the solution for instance. If we use successive uniform refinements of the meshes the method is of optimal order of computational complexity, if $$\gamma ^2〈 \tfrac{8}{9}$$ . Under reasonable assumptions of the finite element mesh, the condition numbers turn out to be so small that there are in practice few reasons to use an accelerated iterative method like the conjugate gradient method, for instance.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Computing 53 (1994), S. 33-57 
    ISSN: 1436-5057
    Keywords: 65N05 ; 65N15 ; Cell-centered grids ; local refinement ; convection-diffusion equations ; finite volume method ; error analysis
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Auf der Grundlage der Gleichgewichtsrelation für Konvektions-Diffusions-Probleme werden endliche Differenzschemata auf rechteckigen lokal verfeinerten Gittern hergeleitet und untersucht. Weiterhin werden a-priori-Abschätzungen und Fehlerschranken in der diskretenH 1-Norm angegeben. Numerische Beispiele zeigen die Genauigkeit der Schemata für verschiedene Modelle von Konvektions-Diffusions-Problemen.
    Notes: Abstract Based on approximation of the balance relation for convection-diffusion problems, finite difference schemes on rectangular locally refined grids are derived and studied. A priori estimates and error bounds in discreteH 1-norm are provided. Numerical examples demonstrating the accuracy of the schemes for a variety of model convection-diffusion problems are presented and discussed.
    Type of Medium: Electronic Resource
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Computing 53 (1994), S. 59-74 
    ISSN: 1436-5057
    Keywords: 65F10 ; 65N20 ; Preconditioning ; circulant matrices ; FFT ; elliptic problems ; block-tridiagonal matrices ; conjugate gradients
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Neue zyklische Matrixzerlegungen werden eingeführt und untersucht. Der allgemeine Ansatz wird für den Fall blocktridiagonaler schwachbesetzter Matrizen formuliert. Danach werden Abschätzungen der relativen Konditionszahl für ein Dirichlet-Modellproblem abgeleitet. Es wird gezeigt, daß die zyklische Matrixzerlegung im Falley-periodischer Aufgaben optimale Konvergenzraten liefert. Nach Einbettung des ursprünglichen Dirichlet-Problems in einey-periodische Aufgabe erhält man den allgemeinen Fall. Der Gesamtaufwand des Präkonditionierers beträgtO (N logN) gemäß des FFT-Aufwandes, wobeiN die Zahl der Unbekannten ist. Damit ist der Algorithmus fast optimal. Verschiedene numerische Tests zeigen die Eigenschaften der zyklischen Matrixzerlegung.
    Notes: Abstract New circulant block-factorization preconditioners are introduced and studied. The general approach is first formulated for the case of block tridiagonal sparse matrices. Then estimates of the relative condition number for a model Dirichlet boundary value problem are derived. In the case ofy-periodic problems the circulant block-factorization preconditioner is shown to give an optimal convergence rate. Finally, using a proper imbedding of the original Dirichlet boundary value problem to ay-periodic one a preconditioner of optimal convergence rate for the general case is obtained. The total computational cost of the preconditioner isO (N logN) (based on FFT), whereN is the number of unknowns. That is, the algorithm is nearly optimal. Various numerical tests that demonstrate the features of the circulant block-factorization preconditioners are presented.
    Type of Medium: Electronic Resource
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  • 5
    ISSN: 1436-5057
    Keywords: 65F10 ; 65N20 ; 65F99 ; incomplete factorization ; approximate inverses ; band matrices ; block-tridiagonal matrices ; decay rate estimates ; finite elements ; elliptic problems ; preconditioned conjugate gradients
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es wird ein einheitlicher Zugang für die Ableitung von approximierten Inversen von symmetrischen, positiv definiten Bandmatrizen beschrieben. Solche Band-Approximationen für die Inversen von aufeinanderfolgenden Schur-Komplementen werden benötigt bei der unvollständigen Blockfaktorisierung von blocktridiagonalen Matrizen, die bei der Finite-Elemente-Lösung von elliptischen Differentialgleichungen zweiter Ordnung entstehen. Eine scharfe Abschätzung für die Abklingrate der Blöcke der Inversen von blocktridiagonalen symmetrischen positiv definiten Matrizen wird zusätzlich gegeben. Numerische Tests für einige elliptische Modelldifferentialgleichungen werden präsentiert, um die abgeleiteten Präkonditionierungsmatrizen miteinander zu vergleichen.
    Notes: Abstract A unified approach of deriving band approximate inverses of band symmetric positive definite matrices is considered. Such band approximations to the inverses of successive Schur complements are required throughout incomplete block factorizations of block-tridiagonal matrices. Such block-tridiagonal matrices arise, for example, in finite element solution of second order elliptic differential equations. A sharp decay rate estimate for inverses of blocktridiagonal symmetric positive definite matrices is given in addition. Numerical tests on a number of model elliptic boundary value problems are presented comparing thus derived preconditioning matrices.
    Type of Medium: Electronic Resource
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  • 6
    ISSN: 1436-5057
    Keywords: AMS (MOS) ; 65M05 ; 65M10 ; 65M15 ; Finite difference scheme, cell-centered grids ; local refinement ; refinement in time ; error estimates ; parabolic problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science
    Description / Table of Contents: Zusammenfassung Es werden Differenzenverfahren für parabolische Anfangswertprobleme für zellenorientierte räumliche Gitter (rechteckig für zwei Raumdimensionen) mit regulärer lokaler Verfeinerung bzgl. Zeit und Raum vorgestellt. Ihre Stabilitäts- und Konvergenzeigenschaften werden studiert. Die Differenzenverfahren basieren auf der Idee der finiten Volumina durch Approximation der Bilanzgleichungen und erhalten die Masse (bzw. die Energie). Die Approximation an den Gitterpunkten nahe der Überschneidung von feineren und gröberen Gittern verwendet eine frühere Idee der Autoren für selbstadjungierte elliptische Operatoren. Die vorgeschlagenen Verfahren sind implizit vom Typ “Euler rückwärts” und unkonditioniert stabil. Eine Fehleranalyse ist angeschlossen.
    Notes: Abstract Finite difference schemes for parabolic initial value problems on cell-centered grids in space (rectangular for two space dimensions) with regular local refinement in space as in time are derived and their stability and convergence properties are studied. The construction of the finite difference schemes is based on the finite volume approach by approximation of the balance equation. Thus the derived schemes preserve the mass (or the heat). The approximation at the grid points near the fine and coarse grid interface is based on the approach proposed by the authors in a previous paper for selfadjoint elliptic equations. The proposed schemes are implicit of backward Euler type and are shown to be unconditionally stable. Error analysis is also presented.
    Type of Medium: Electronic Resource
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  • 7
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N30
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract Standard Galerkin finite element methods or finite difference methods for singular perturbation problems lead to strongly unsymmetric matrices, which furthermore are in general notM-matrices. Accordingly, preconditioned iterative methods such as preconditioned (generalized) conjugate gradient methods, which have turned out to be very successful for symmetric and positive definite problems, can fail to converge or require an excessive number of iterations for singular perturbation problems. This is not so much due to the asymmetry, as it is to the fact that the spectrum can have both eigenvalues with positive and negative real parts, or eigenvalues with arbitrary small positive real parts and nonnegligible imaginary parts. This will be the case for a standard Galerkin method, unless the meshparameterh is chosen excessively small. There exist other discretization methods, however, for which the corresponding bilinear form is coercive, whence its finite element matrix has only eigenvalues with positive real parts; in fact, the real parts are positive uniformly in the singular perturbation parameter. In the present paper we examine the streamline diffusion finite element method in this respect. It is found that incomplete block-matrix factorization methods, both on classical form and on an inverse-free (vectorizable) form, coupled with a general least squares conjugate gradient method, can work exceptionally well on this type of problem. The number of iterations is sometimes significantly smaller than for the corresponding almost symmetric problem where the velocity field is close to zero or the singular perturbation parameter ε=1.
    Type of Medium: Electronic Resource
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  • 8
    Electronic Resource
    Electronic Resource
    Springer
    BIT 29 (1989), S. 769-793 
    ISSN: 1572-9125
    Keywords: 65F10 ; 65N20 ; 65N30 ; two-level ; multilevel methods ; optimal preconditioners ; survey
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We survey multilevel iterative methods applied for solving large sparse systems with matrices, which depend on a level parameter, such as arise by the discretization of boundary value problems for partial differential equations when successive refinements of an initial discretization mesh is used to construct a sequence of nested difference or finite element meshes. We discuss various two-level (two-grid) preconditioning techniques, including some for nonsymmetric problems. The generalization of these techniques to the multilevel case is a nontrivial task. We emphasize several ways this can be done including classical multigrid methods and a recently proposed algebraic multilevel preconditioning method. Conditions for which the methods have an optimal order of computational complexity are presented.
    Type of Medium: Electronic Resource
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  • 9
    Electronic Resource
    Electronic Resource
    Chichester [u.a.] : Wiley-Blackwell
    International Journal for Numerical Methods in Engineering 27 (1989), S. 609-622 
    ISSN: 0029-5981
    Keywords: Engineering ; Engineering General
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics , Technology
    Notes: When applying an incomplete block-factorization technique one needs sparse approximate inverses of the successive Schur complements computed throughout the factorization. Here we propose a method for the construction of such sparse approximate inverses. The method has an advantage over earlier versions, in that such approximate inverses of block-tridiagonal matrices can be computed in parallel. Comparative numerical experiments for solving a number of discretized diffusion equations by this preconditioning matrix in a preconditioned conjugate gradient method and earlier versions of incomplete block-factorization preconditioners are presented.
    Additional Material: 2 Ill.
    Type of Medium: Electronic Resource
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  • 10
    Electronic Resource
    Electronic Resource
    New York, NY [u.a.] : Wiley-Blackwell
    Numerical Linear Algebra with Applications 1 (1994), S. 75-101 
    ISSN: 1070-5325
    Keywords: Variable-step preconditioners ; Nonlinear preconditioning ; Generalized conjugate gradient method ; Engineering ; Engineering General
    Source: Wiley InterScience Backfile Collection 1832-2000
    Topics: Mathematics
    Notes: When solving large size systems of equations by preconditioned iterative solution methods, one normally uses a fixed preconditioner which may be defined by some eigenvalue information, such as in a Chebyshev iteration method. In many problems, however, it may be more effective to use variable preconditioners, in particular when the eigenvalue information is not available.In the present paper, a recursive way of constructing variable-step of, in general, nonlinear multilevel preconditioners for selfadjoint and coercive second-order elliptic problems, discretized by the finite element method is proposed. The preconditioner is constructed recursively from the coarsest to finer and finer levels. Each preconditioning step requires only block-diagonal solvers at all levels except at every k0, k0 ≥ 1 level where we perform a sufficient number ν, ν ≥ 1 of GCG-type variable-step iterations that involve the use again of a variable-step preconditioning for that level.It turns out that for any sufficiently large value of k0 and, asymptotically, for ν sufficiently large, but not too large, the method has both an optimal rate of convergence and an optimal order of computational complexity, both for two and three space dimensional problem domains.The method requires no parameter estimates and the convergence results do not depend on the regularity of the elliptic problem.
    Additional Material: 8 Tab.
    Type of Medium: Electronic Resource
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