Iterative methods for shifted positive definite linear systems and time discretization of the heat equation

Autor: McLean, William, Thomée, Vidar
Rok vydání: 2011
Předmět:
Zdroj: ANZIAM J. 53: 134--155, 2011
Druh dokumentu: Working Paper
DOI: 10.1017/S1446181112000107
Popis: In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In application to a spatially semidiscrete finite element version of the parabolic problem, at each quadrature point one then needs to solve a linear algebraic system having a positive definite matrix with a complex shift, and in this paper we study iterative methods for such systems. We first consider the basic and a preconditioned version of the Richardson algorithm, and then a conjugate gradient method as well as a preconditioned version thereof.
Databáze: arXiv