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 | |
| Publication status | Published - 2002 Mar 1 |
| Externally published | Yes |
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Keywords
- Circulant preconditioner
- Convection-diffusion equations
- Finite difference discretization
- GMRES
ASJC Scopus subject areas
- Computational Mathematics
- Applied Mathematics
Cite this
Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection-diffusion equation. / Cheung, Ming Yan William; Ng, Michael K.
In: Journal of Computational and Applied Mathematics, Vol. 140, No. 1-2, 01.03.2002, p. 143-158.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection-diffusion equation
AU - Cheung, Ming Yan William
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
UR - http://www.scopus.com/inward/record.url?scp=0036502357&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0036502357&partnerID=8YFLogxK
U2 - 10.1016/S0377-0427(01)00519-2
DO - 10.1016/S0377-0427(01)00519-2
M3 - Article
AN - SCOPUS:0036502357
VL - 140
SP - 143
EP - 158
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
SN - 0377-0427
IS - 1-2
ER -