Complexity of an algorithm for solving saddle-point systems with singular blocks arising in wavelet-Galerkin discretizations

Radek Kučera

Applications of Mathematics (2005)

  • Volume: 50, Issue: 3, page 291-308
  • ISSN: 0862-7940

Abstract

top
The paper deals with fast solving of large saddle-point systems arising in wavelet-Galerkin discretizations of separable elliptic PDEs. The periodized orthonormal compactly supported wavelets of the tensor product type together with the fictitious domain method are used. A special structure of matrices makes it possible to utilize the fast Fourier transform that determines the complexity of the algorithm. Numerical experiments confirm theoretical results.

How to cite

top

Kučera, Radek. "Complexity of an algorithm for solving saddle-point systems with singular blocks arising in wavelet-Galerkin discretizations." Applications of Mathematics 50.3 (2005): 291-308. <http://eudml.org/doc/33222>.

@article{Kučera2005,
abstract = {The paper deals with fast solving of large saddle-point systems arising in wavelet-Galerkin discretizations of separable elliptic PDEs. The periodized orthonormal compactly supported wavelets of the tensor product type together with the fictitious domain method are used. A special structure of matrices makes it possible to utilize the fast Fourier transform that determines the complexity of the algorithm. Numerical experiments confirm theoretical results.},
author = {Kučera, Radek},
journal = {Applications of Mathematics},
keywords = {wavelet-Galerkin discretization; fictitious domain method; saddle-point system; conjugate gradient method; circulant matrix; fast Fourier transform; Kronecker product; wavelet-Galerkin discretization; fictitious domain method; saddle-point system},
language = {eng},
number = {3},
pages = {291-308},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Complexity of an algorithm for solving saddle-point systems with singular blocks arising in wavelet-Galerkin discretizations},
url = {http://eudml.org/doc/33222},
volume = {50},
year = {2005},
}

TY - JOUR
AU - Kučera, Radek
TI - Complexity of an algorithm for solving saddle-point systems with singular blocks arising in wavelet-Galerkin discretizations
JO - Applications of Mathematics
PY - 2005
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 50
IS - 3
SP - 291
EP - 308
AB - The paper deals with fast solving of large saddle-point systems arising in wavelet-Galerkin discretizations of separable elliptic PDEs. The periodized orthonormal compactly supported wavelets of the tensor product type together with the fictitious domain method are used. A special structure of matrices makes it possible to utilize the fast Fourier transform that determines the complexity of the algorithm. Numerical experiments confirm theoretical results.
LA - eng
KW - wavelet-Galerkin discretization; fictitious domain method; saddle-point system; conjugate gradient method; circulant matrix; fast Fourier transform; Kronecker product; wavelet-Galerkin discretization; fictitious domain method; saddle-point system
UR - http://eudml.org/doc/33222
ER -

References

top
  1. Mixed and Hybrid Finite Element Methods, Springer-Verlag, New York, 1991. (1991) MR1115205
  2. The Finite Element Method for Elliptic Problems, North-Holland, Amsterdam, 1978. (1978) Zbl0383.65058MR0520174
  3. Augmented Lagrangian Methods: Applications to the Numerical Solution of Boundary-Value Problems, North-Holland, Amsterdam, 1983. (1983) MR0724072
  4. Ten Lectures on Wavelets, SIAM, Philadelphia, 1992. (1992) Zbl0776.42018MR1162107
  5. 10.1016/0045-7825(94)90135-X, Comput. Methods Appl. Mech. Eng. 111 (1994), 283–303. (1994) MR1259864DOI10.1016/0045-7825(94)90135-X
  6. Wavelets methods in computational fluid dynamics, In: Proc. Algorithms Trends in Computational Dynamics (1993), M. Y. Hussaini, A.  Kumar, and M. D.  Salas (eds.), Springer-Verlag, New York, pp. 259–276. MR1295640
  7. Matrix Computation, The Johns Hopkins University Press, Baltimore, 1996, 3rd ed. (1996) 
  8. 10.1007/BF01585660, Math. Program. 32 (1985), 90–99. (1985) Zbl0591.90068MR0787745DOI10.1007/BF01585660
  9. Wavelet solution of elliptic PDEs, In: Proc. Matematyka v Naukach Technicznych i Przyrodniczych (2000), S.  Bialas (ed.), AGH Krakow, pp. 55–62. 
  10. Real and Complex Analysis, McGraw-Hill, New York, 1987, 3rd ed. (1987) Zbl0925.00005MR0924157

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.