Preconditioning analysis of the one dimensional incremental unknowns method on nonuniform meshes (Q2511433)

Some relations between several norms associated to the one-dimensional incremental unknown method on nonuniform meshes (NUIU) are established. The situation is illustrated on a simple two-point boundary value problem of second order solved by the finite difference method. In the case of the smallest eigenvalue less than 1 and the largest eigenvalue larger than 1, for the associated \(d\)-level NUIUs symmetric matrix, an upper bound for the condition number of this matrix is obtained. Similarly, under the same conditions, the condition number of the \(d\)-level scaled NUIUs scaled matrix is estimated. The condition number of the coefficient matrix is significantly reduced by combining the scaled preconditioner with the NUIUs method. Two numerical tests are realized illustrating the theoretical results for Chebyshev and Shishkin nonuniform meshes and the obtained theoretical results are confirmed by the numerical computation of the corresponding condition numbers and showing the asymptotic behavior of these condition numbers. The presented numerical results show that the NUIUs method yields a good conditioned matrix in the corresponding linear algebraic system, and reveal the fact that the NUIUs method is a very robust and efficient preconditioning technique.