Continuous analogues of Krylov subspace methods for differential operators
From MaRDI portal
Publication:4633798
Abstract: Analogues of the conjugate gradient method, MINRES, and GMRES are derived for solving boundary value problems (BVPs) involving second-order differential operators. Two challenges arise: imposing the boundary conditions on the solution while building up a Krylov subspace, and guaranteeing convergence of the Krylov-based method on unbounded operators. Our approach employs projection operators to guarantee that the boundary conditions are satisfied, and we develop an operator preconditioner that ensures that an approximate solution is computed after a finite number of iterations. The developed Krylov methods are practical iterative BVP solvers that are particularly efficient when a fast operator-function product is available.
Recommendations
- Comparison of Krylov subspace methods with preconditioning techniques for solving boundary value problems
- Geometric aspects of the theory of Krylov subspace methods
- scientific article; zbMATH DE number 16954
- Method of conjugate operators for solving boundary value problems for ordinary second order differential equations
- GMRES for Oscillatory Matrix-Valued Differential Equations
Cites work
- scientific article; zbMATH DE number 1260326 (Why is no real title available?)
- scientific article; zbMATH DE number 1012640 (Why is no real title available?)
- scientific article; zbMATH DE number 1090880 (Why is no real title available?)
- scientific article; zbMATH DE number 1953444 (Why is no real title available?)
- scientific article; zbMATH DE number 1404752 (Why is no real title available?)
- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
- scientific article; zbMATH DE number 5180707 (Why is no real title available?)
- A fast and well-conditioned spectral method
- A fast, simple, and stable Chebyshev-Legendre transform using an asymptotic formula
- Approximation theory and approximation practice
- Chebyshev pseudospectral method of viscous flows with corner singularities
- Chopping a Chebyshev Series
- Efficient Spectral-Galerkin Method I. Direct Solvers of Second- and Fourth-Order Equations Using Legendre Polynomials
- Equivalent operator preconditioning for elliptic problems
- From functional analysis to iterative methods
- GMRES for the differentiation operator
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Implementing Clenshaw-Curtis quadrature, I methodology and experience
- Iterative Krylov Methods for Large Linear Systems
- Krylov subspace methods. Principles and analysis.
- Methods of conjugate gradients for solving linear systems
- NIST digital library of mathematical functions
- Operator preconditioning
- Piecewise-smooth chebfuns
- Preconditioning and the conjugate gradient method in the context of solving PDEs
- Projected Krylov methods for saddle-point systems
- Rectangular spectral collocation
- Solution of Sparse Indefinite Systems of Linear Equations
- Spectral Methods
- Spectral Methods in MATLAB
- Spectral methods. Algorithms, analysis and applications.
- The Conjugate Gradient Method for Linear and Nonlinear Operator Equations
- The Eigenvalues of Second-Order Spectral Differentiation Matrices
- The Lanczos and Conjugate Gradient Algorithms
- The Tau Method
- The automatic solution of partial differential equations using a global spectral method
- The chebop system for automatic solution of differential equations
Cited in
(14)- On the computation of geometric features of spectra of linear operators on Hilbert spaces
- Computing Semigroups with Error Control
- Numerical solutions of the time‐dependent Schrödinger equation with position‐dependent effective mass
- Least-Squares Spectral Methods for ODE Eigenvalue Problems
- FEAST for differential eigenvalue problems
- A contour method for time-fractional PDEs and an application to fractional viscoelastic beam equations
- Krylov solvability under perturbations of abstract inverse linear problems
- Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations
- Anderson acceleration based on the \(\mathcal{H}^{- s}\) Sobolev norm for contractive and noncontractive fixed-point operators
- Convergence of the conjugate gradient method with unbounded operators
- Complex moment-based methods for differential eigenvalue problems
- Krylov subspace methods for functions of fractional differential operators
- Semi-Infinite Linear Regression and Its Applications
- Krylov subspace methods for estimating operator-vector multiplications in Hilbert spaces
This page was built for publication: Continuous analogues of Krylov subspace methods for differential operators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4633798)
