The role of preconditioning in the solution of evolutionary partial differential equations by implicit Fourier pseudospectral methods (Q1200182)

A time step (or Newton step) for a partial differential equation of evolution becomes a linear system \(AU=F\), to be solved as an iteration \(U^{k+1}=U^ k+\omega H^{-1}(F-AU^ k)\) where \(\omega\), \(H\) are suitably chosen. The paper discusses the use of several possible constructions of the preconditioner \(H\) for Burger equation, KdV equation, etc., in one space dimension when \(A\) is obtained from a (pseudo)spectral approximation. Experimentation shows comparative advantages of these in speeding up convergence. Although more specialized methods are still better for these particular problems, this is to be viewed as initiation of a program of analysis for such methods.