Preconditioned Legendre spectral Galerkin methods for the non-separable elliptic equation

DOI10.1007/S10915-021-01755-XzbMATH Open1486.65272arXiv2004.13961OpenAlexW3023666136MaRDI QIDQ2113655FDOQ2113655

Yanyan Li

Publication date: 14 March 2022

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: The Legendre spectral Galerkin method of self-adjoint second order elliptic equations usually results in a linear system with a dense and ill-conditioned coefficient matrix. In this paper, the linear system is solved by a preconditioned conjugate gradient (PCG) method where the preconditioner $M$ is constructed by approximating the variable coefficients with a ($T$+1)-term Legendre series in each direction to a desired accuracy. A feature of the proposed PCG method is that the iteration step increases slightly with the size of the resulting matrix when reaching a certain approximation accuracy. The efficiency of the method lies in that the system with the preconditioner $M$ is approximately solved by a one-step iterative method based on the ILU(0) factorization. The ILU(0) factorization of $Minmathbb{R}^{(N-1{)}^{d}imes(N-1{)}^d}$ can be computed using $mathcalO(T^{2d}{N}^d)$ operations, and the number of nonzeros in the factorization factors is of $mathcalO(T^d{N}^d)$, $d=1,2,3$. To further speed up the PCG method, an algorithm is developed for fast matrix-vector multiplications by the resulting matrix of Legendre-Galerkin spectral discretization, without the need to explicitly form it. The complexity of the fast matrix-vector multiplications is of $mathcalO(N^d(logN{)}^2)$. As a result, the PCG method has a $mathcalO(N^d(logN{)}^2)$ total complexity for a $d$ dimensional domain with $(N-1{)}^d$ unknows, $d=1,2,3$. Numerical examples are given to demonstrate the efficiency of proposed preconditioners and the algorithm for fast matrix-vector multiplications.

Full work available at URL: https://arxiv.org/abs/2004.13961

zbMATH Keywords

preconditioned conjugate gradient methodspectral methodincomplete LU factorizationdense and ill-conditioned matrixnon-separable elliptic equation

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Special integral transforms (Legendre, Hilbert, etc.) (44A15)

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Cited In (4)

• Efficient pseudospectral Legendre preconditioner for minimum time orbit problem
• Preconditioning Legendre spectral collocation methods for elliptic problems. I: Finite difference operators
• A Legendre spectral Galerkin method for the biharmonic Dirichlet problem
• PRECONDITIONED SPECTRAL COLLOCATION METHOD ON CURVED ELEMENT DOMAINS USING THE GORDON-HALL TRANSFORMATION

Uses Software

• NFFT
• NFFT3

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