A new wavelet preconditioner for finite difference operators

DOI10.1007/S10444-004-1111-6MaRDI QIDQ1767052zbMATH OpenOpenAlexFDO

Authors Anne-Sophie Piquemal, J. Liandrat

Publication date 4 March 2005

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10444-004-1111-6

zbMATH Keywords

elliptic equationfinite difference methodmultilevel preconditioningnumerical examples

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical methods for wavelets (65T60)

Review text

The paper deals with a multiscale preconditioner for finite difference approximations of variable coefficient problems in one space dimension. The authors use the properties of compactly supported regular wavelets that allow to cure the ill-conditioning due to differentiation as well as the ill-conditioning due to multiplication by a variable coefficient. The implementation of this construction can be made fast thanks to a hierarchical decomposition of the operators involving filters related to the fast wavelet transform. Numerical tests show the efficiency of the presented construction as well as its flexibility which is a property not shared by other multiscale preconditioners

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Cites work

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Cited in

(8)

• Wavelet-based preconditioners for boundary integral equations
• Finite difference preconditioning for compact scheme discretizations of the Poisson equation with variable coefficients
• Multiresolution exponential B-splines and singularly perturbed boundary problem
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• An efficient preconditioner for finite volume approximation of diffusion problems with variable and jump coefficients
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• Preconditioning of wavelet BEM by the incomplete Cholesky factorization
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