Circulant preconditioners for second order hyperbolic equations (Q1195923)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Circulant preconditioners for second order hyperbolic equations |
scientific article |
Statements
Circulant preconditioners for second order hyperbolic equations (English)
0 references
26 January 1993
0 references
The authors are concerned with the numerical solution of initial-boundary value problems for linear second order hyperbolic equations. The problems are discretized based on implicit time discretization and central differencing in the space variables with respect to uniform time and space steps. The arising linear systems are solved by preconditioned conjugate gradient methods using circulant preconditioners that preserve the block structure of the coefficient matrix. Denoting by \(\alpha\) the ratio of the time and space steps and by \(m\) the number of grid points in each direction it is shown that the condition number behaves like \(O(\alpha)\) for \(\alpha\ll m\) and \(O(m)\) for \(m\ll\alpha\) wich has to be compared to \(O(\alpha^ 2)\) and \(O(m^ 2)\) for the original matrix. The theoretical findings are supported by numerical results.
0 references
linear second order hyperbolic equations
0 references
implicit time discretization
0 references
preconditioned conjugate gradient methods
0 references
circulant preconditioners
0 references
numerical results
0 references