Iterative solution of shifted positive-definite linear systems arising in a numerical method for the heat equation based on Laplace transformation and quadrature

DOI10.1017/S1446181112000107MaRDI QIDQ2911076zbMATH OpenOpenAlexFDO

Authors William Mclean, Vidar Thomée

Publication date 12 September 2012

Published in The ANZIAM Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.5105

zbMATH Keywords

Laplace transformpreconditioningalgorithmfinite elementsheat equationsemidiscretizationconjugate gradient methodquadratureRichardson iteration

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Laplace transform (44A10) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical methods for integral transforms (65R10) Transform methods (e.g., integral transforms) applied to PDEs (35A22) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Abstract: In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In application to a spatially semidiscrete finite element version of the parabolic problem, at each quadrature point one then needs to solve a linear algebraic system having a positive definite matrix with a complex shift, and in this paper we study iterative methods for such systems. We first consider the basic and a preconditioned version of the Richardson algorithm, and then a conjugate gradient method as well as a preconditioned version thereof.

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Cites work

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Cited in

(2)

• The approximation of parabolic equations involving fractional powers of elliptic operators
• Numerical approximation of fractional powers of elliptic operators

Describes a project that uses

Uses Software

• PyAMG

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