论文标题
从恒定和可变的进化PDES的全面系统基于正弦变换的预处理方法
A sine transform based preconditioned MINRES method for all-at-once systems from constant and variable-coefficient evolutionary PDEs
论文作者
论文摘要
在这项工作中,我们为一类简单而通用的预处理Krylov子空间方法,用于大量非对称块toeplitz toeplitz全面系统,这是由离散化的进化部分偏微分方程引起的。也就是说,我们的主要结果是提出两个新型的对称阳性明确的预处理,它们可以通过离散的正弦变换矩阵有效地对角度进行对角线。更具体地说,我们的方法是首先取消原始线性系统以获得对称性系统,然后根据修饰矩阵的光谱符号来开发所需的预处理。然后,我们表明,预处理矩阵序列的特征值聚集在$ \ pm 1 $左右,当设计最小的残留方法时,这需要快速收敛。另外,当使用正常方程式上的共轭梯度方法时,我们表明我们的预处理程序有效,从某种意义上说,预处理矩阵序列的特征值围绕统一聚类。为高阶向后差的时间离散化方案提供了我们提出的预处理方法的扩展,该方案可以应用于广泛的时间依赖方程。在可变范围的设置中,给出了数值示例,以证明我们提出的预处理的有效性,这始终优于相关文献中讨论的现有块循环预处理。
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 $\pm 1$, 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.