Grid independent convergence using multilevel circulant preconditioning: Poisson's equation

DOI10.1007/S10543-021-00885-WMaRDI QIDQ2132425zbMATH OpenOpenAlexFDO

Authors Henrik Brandén

Publication date 28 April 2022

Published in BIT (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10543-021-00885-w

zbMATH Keywords

circulant approximationsPoisson's equationpreconditioning

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Boundary element methods for boundary value problems involving PDEs (65N38) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)

Review text

The iterative solution of the discrete Poisson equation in \(d\) dimensions is considered. The discrete domain is embedded into an extended domain and the resulting system of linear equations is solved using a fixed point iteration combined with a multilevel circulant preconditioner. The main aim of this work is to show that Strang's idea of using circulant preconditioning for Toeplitz systems can be successfully extended to the multilevel case for Poisson's equation. The numerical results show that the rate of convergence is independent of the grid's step sizes and of the number of spatial dimensions, despite the fact that the iteration operator is not bounded as the grid is refined. The embedding technique and the preconditioner is derived with inspiration from theory of boundary integral equations. The same theory is also used to explain the behaviour of the preconditioned iterative method.

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Cited in

(4)

• Optimized sparse approximate inverse smoothers for solving Laplacian linear systems
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• Analysis of efficient preconditioner for solving Poisson equation with Dirichlet boundary condition in irregular three-dimensional domains

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