Preconditioning Chebyshev Spectral Collocation Method for Elliptic Partial Differential Equations

Autor: Sang Dong Kim, Seymour V. Parter
Rok vydání: 1996
Předmět:
Zdroj: SIAM Journal on Numerical Analysis. 33:2375-2400
ISSN: 1095-7170
0036-1429
DOI: 10.1137/s0036142994275998
Popis: In this paper we analyze a preconditioning technique for the solution of Chebyshev spectral collocation equations with Dirichlet boundary conditions. We obtain bounds on the eigenvalues for the Helmholtz equation. These eigenvalue bounds are obtained as a consequence of estimates on the field of values $(\tilde A_{N^2}U,U)_{l_2}/(\tilde Q_{N^2}U,U)_{l_2}$, where $\tilde A_{N^2}$ is the weighted collocation matrix and $\tilde Q_{N^2}$ is the preconditioner. The preconditioner $\tilde Q_{N^2}$ is robust in the sense that it provides bounds on the $H^1_{0,w}$ condition number of $\tilde Q_{N^2}^{-1}\tilde L_{N^2}$ when $\tilde L_{N^2}$ is the weighted collocation matrix associated with the general elliptic operator $Lu:= -\Delta u + a_1u_x + a_2u_y + a_0u$.
Databáze: OpenAIRE