Optimized wavelet preconditioning

DOI10.1007/978-3-642-03413-8_10MaRDI QIDQ3559399zbMATH OpenOpenAlexFDO

Authors Angela Kunoth

Publication date 14 May 2010

Published in Multiscale, Nonlinear and Adaptive Approximation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-03413-8_10

zbMATH Keywords

condition numbersDirichlet boundary controlelliptic partial differential operatorsiterative solution schemeslinear complexitymultilevel preconditionersnumerical experimentsoptimal controlwavelet

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical optimization and variational techniques (65K10) Numerical methods for wavelets (65T60) Complexity and performance of numerical algorithms (65Y20)

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Cited in

(8)

• Sard-optimal prefilters for the fast wavelet transform
• BPX-preconditioning for isogeometric analysis
• Fast iterative solution of elliptic control problems in wavelet discretization
• Multilevel preconditioning for variational problems
• A fast and stable preconditioned iterative method for optimal control problem of wave equations
• Multiscale methods for the valuation of American options with stochastic volatility
• Iterative algorithms for multiscale state estimation. I: Concepts
• Analysis and Approximations of Dirichlet Boundary Control of Stokes Flows in the Energy Space

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