Preconditioned iterative methods for convection diffusion and related boundary value problems (Q909421)

Finite difference and finite element approximations of second order elliptic problems are considered. The problens are not self-adjoint and the first and zero order terms grow with a parameter K that can be large. The resulting large systems of linear algebraic equations are solved by using a preconditioned conjugate gradient method applied to the normal equations. The preconditioner is applied symmetrically, i.e. the square root of a well chosen self-adjoint problem is applied right and left prior to the formation of the normal equations. In the numerical experiments, multigrid methods provide the preconditoners. Bounds for the condition number of the resulting operators are provided; they represent improvements over previous results. The numerical results clearly demonstrate the importance of using a preconditioner and that the methods proposed are effective.