Iterative solution of elliptic problems by approximate factorization (Q1375450): Difference between revisions

An iterative method for the numerical solution of singularly perturbed linear elliptic problems of second order is developed. The basis of the method is a defect correction iteration, but in the present work the operator, approximating the original differential one, is generated by a formal asymptotic factorization into two first-order operators. The resulting approximate operator is easily inverted numerically by solving a sequence of initial value problems. The algorithm combines the best of the asymptotic and the numerical approaches. It posseses a fast rate of convergence and is a stable one. Convergence analysis of both the continuous and the discrete iteration in one-dimensional case is presented. The scheme is also extended to a class of two-dimensional singularly perturbed elliptic problems. The method is demonstrated numerically on one- and two-dimensional model problems.