On block-circulant preconditioners for high-order compact approximations of convection-diffusion problems
A linear steady-state convection-diffusion problem with Dirichlet boundary conditions is discretized on the unit cube in space dimension 2 and 3 using high-order compact schemes (HOC) on an equidistant rectangular grid. The resulting linear system with sparse nonsymmetric matrix \(A\) is solved by the generalized minimal residual (GMRES) method. In order to accelerate the convergence, a block-circulant preconditioner \(P\) is constructed by modifying the block matrices obtained during the HOC discretization process, so that they become circulant. For grid-aligned flows, analytic expressions for the eigenvalues of \(P\) are obtained in 2D and 3D, showing that \(P\) is nonsingular. In the 2D case, numerical results for the eigenvalues of \(P\) for non-aligned flows and for the eigenvalues of the preconditioned matrix \(P^{-1}A\) for aligned as well as non-aligned flows are presented. Finally, the performance of the preconditioner \(P\) is examined by several numerical experiments. In the 2D case, aligned and non-aligned flows are investigated, whereas in 3D only aligned flows are considered. Moreover, in 2D the preconditioner \(P\) is also applied to the linear system obtained by an upwind-discretization of the boundary value problem.
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