Band-Toeplitz preconditioned GMRES iterations for time-dependent PDEs (Q1431641)

The authors study the performance of a preconditioning methodology destined for use with iterative Krylov subspace techniques to compute the solution of the nonsymmetric linear systems arising from the numerical solution of systems of time-dependent partial differential equations. Moreover, the coefficient matrices are small rank perturbations of block band-Toeplitz matrices. Some techniques to give a priori upper bounds for the number of preconditioned generalized minimal residual (GMRES) iterations are presented. The study is based on two simple model problems: The one-dimensional heat equation and a hyperbolic equation of the first order.