Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection-diffusion equation

William M. Cheung; Michael K. Ng

doi:10.1016/S0377-0427(01)00519-2

Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection-diffusion equation

William M. Cheung, Michael K. Ng

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

Abstract

We consider the system of equations arising from finite difference discretization of a three-dimensional convection-diffusion model problem. This system is typically nonsymmetric. The GMRES method with the Strang block-circulant preconditioner is proposed for solving this linear system. We show that our preconditioners are invertible and study the spectra of the preconditioned matrices. Numerical results are reported to illustrate the effectiveness of our methods.

Original language	English
Pages (from-to)	143-158
Number of pages	16
Journal	Journal of Computational and Applied Mathematics
Volume	140
Issue number	1-2
DOIs	https://doi.org/10.1016/S0377-0427(01)00519-2
Publication status	Published - 2002 Mar 1
Externally published	Yes

Keywords

Circulant preconditioner
Convection-diffusion equations
Finite difference discretization
GMRES

ASJC Scopus subject areas

Computational Mathematics
Applied Mathematics

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T1 - Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection-diffusion equation

AU - Cheung, William M.

AU - Ng, Michael K.

PY - 2002/3/1

Y1 - 2002/3/1

N2 - We consider the system of equations arising from finite difference discretization of a three-dimensional convection-diffusion model problem. This system is typically nonsymmetric. The GMRES method with the Strang block-circulant preconditioner is proposed for solving this linear system. We show that our preconditioners are invertible and study the spectra of the preconditioned matrices. Numerical results are reported to illustrate the effectiveness of our methods.

AB - We consider the system of equations arising from finite difference discretization of a three-dimensional convection-diffusion model problem. This system is typically nonsymmetric. The GMRES method with the Strang block-circulant preconditioner is proposed for solving this linear system. We show that our preconditioners are invertible and study the spectra of the preconditioned matrices. Numerical results are reported to illustrate the effectiveness of our methods.

KW - Circulant preconditioner

KW - Convection-diffusion equations

KW - Finite difference discretization

KW - GMRES

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VL - 140

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EP - 158

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

SN - 0377-0427

IS - 1-2

ER -

Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection-diffusion equation

Abstract

Keywords

ASJC Scopus subject areas

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