Cholesky factorisation of linear systems coming from finite difference approximations of singularly perturbed problems

DOI10.1007/978-3-319-25727-3_16MaRDI QIDQ5207420zbMATH OpenOpenAlexFDO

Authors Thái Anh Nhan, Niall Madden

Publication date 20 December 2019

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.01904

Mathematics Subject Classification ID

Finite difference methods for boundary value problems involving PDEs (65N06) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Abstract: We consider the solution of large linear systems of equations that arise when two-dimensional singularly perturbed reaction-diffusion equations are discretized. Standard methods for these problems, such as central finite differences, lead to system matrices that are positive definite. The direct solvers of choice for such systems are based on Cholesky factorisation. However, as observed by MacLachlan and Madden (SIAM J. Sci. Comput. 35-5 (2013), pp. A2225-A2254), these solvers may exhibit poor performance for singularly perturbed problems. We provide an analysis of the distribution of entries in the factors based on their magnitude that explains this phenomenon, and give bounds on the ranges of the perturbation and discretization parameters where poor performance is to be expected.

Recommendations

• An analysis of diagonal and incomplete Cholesky preconditioners for singularly perturbed problems on layer-adapted meshes
• Robust solution of singularly perturbed problems using multigrid methods
• A boundary-layer preconditioner for singularly perturbed convection diffusion
• scientific article; zbMATH DE number 1868904
• On the stability of the incomplete Cholesky decomposition for a singular perturbed problem, where the coefficient matrix is not an M‐matrix

Cites work

• A parameter robust numerical method for a two dimensional reaction-diffusion problem
• scientific article; zbMATH DE number 1049347 (Why is no real title available?)
• scientific article; zbMATH DE number 1953444 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Layer-adapted meshes for reaction-convection-diffusion problems
• Numerical computing with IEEE floating point arithmetic. Incl. one theorem, one rule of thumb, and one hundred and one exercises
• Robust solution of singularly perturbed problems using multigrid methods

Cited in

(6)

• Detection of near-singularity in Cholesky and LDL^ T factorizations
• An analysis of diagonal and incomplete Cholesky preconditioners for singularly perturbed problems on layer-adapted meshes
• Boundary layer preconditioners for finite-element discretizations of singularly perturbed reaction-diffusion problems
• On the stability of the incomplete Cholesky decomposition for a singular perturbed problem, where the coefficient matrix is not an M‐matrix
• On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
• Sparse approximate multifrontal factorization with composite compression methods

Describes a project that uses

Uses Software

• CHOLMOD

This page was built for publication: Cholesky factorisation of linear systems coming from finite difference approximations of singularly perturbed problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5207420)