2022/01/25 by Sean Hon, Hon, Sean, Fung, Po Yin +2
Computer Science · Engineering · Mathematics · #15B05 #65F08 #65F10 #65M22 #Electromagnetic Simulation and Numerical Methods #FOS: Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical methods for differential equations
paper · pdf · doi:10.48550/arxiv.2201.10062
openalex publication_date 2022/01/25 · openalex created_date 2022/04/03 · openalex updated_date 2026/08/01
In this work, we propose a simple yet generic preconditioned Krylov subspace method for a large class of nonsymmetric block Toeplitz all-at-once systems arising from discretizing evolutionary partial differential equations. Namely, our main result is to propose two novel symmetric positive definite preconditioners, which can be efficiently diagonalized by the discrete sine transform matrix. More specifically, our approach is to first permute the original linear system to obtain a symmetric one, and subsequently develop desired preconditioners based on the spectral symbol of the modified matrix. Then, we show that the eigenvalues of the preconditioned matrix sequences are clustered around ± 1, which entails rapid convergence when the minimal residual method is devised. Alternatively, when the conjugate gradient method on the normal equations is used, we show that our preconditioner is effective in the sense that the eigenvalues of the preconditioned matrix sequence are clustered around unity. An extension of our proposed preconditioned method is given for high-order backward difference time discretization schemes, which can be applied on a wide range of time-dependent equations. Numerical examples are given, also in the variable-coefficient setting, to demonstrate the effectiveness of our proposed preconditioners, which consistently outperforms an existing block circulant preconditioner discussed in the relevant literature.