Discusses the genuine-optimal circulant preconditioner for finite-section Wiener-Hopf equations. Definition of the genuine-optimal circulant preconditioner; Use of the preconditioned conjugate gradient method; Numeric...Discusses the genuine-optimal circulant preconditioner for finite-section Wiener-Hopf equations. Definition of the genuine-optimal circulant preconditioner; Use of the preconditioned conjugate gradient method; Numerical treatments for high order quadrature rules.展开更多
The preconditioned generalized minimal residual(GMRES) method is a common method for solving non-symmetric,large and sparse linear systems which originated in discrete ordinary differential equations by Boundary value...The preconditioned generalized minimal residual(GMRES) method is a common method for solving non-symmetric,large and sparse linear systems which originated in discrete ordinary differential equations by Boundary value methods.In this paper,we propose a new circulant preconditioner to speed up the convergence rate of the GMRES method, which is a convex linear combination of P-circulant and Strang-type circulant preconditioners. Theoretical and practical arguments are given to show that this preconditioner is feasible and effective in some cases.展开更多
In this paper,an efficient numerical method for solving the general fractional diffusion equations with Riesz fractional derivative is proposed by combining the fractional compact difference operator and the boundary ...In this paper,an efficient numerical method for solving the general fractional diffusion equations with Riesz fractional derivative is proposed by combining the fractional compact difference operator and the boundary value methods.In order to efficiently solve the generated linear large-scale system,the generalized minimal residual(GMRES)algorithm is applied.For accelerating the convergence rate of the it erative,the St rang-type,Chantype and P-type preconditioners are introduced.The suggested met hod can reach higher order accuracy both in space and in time than the existing met hods.When the used boundary value method is Ak1,K2-stable,it is proven that Strang-type preconditioner is invertible and the spectra of preconditioned matrix is clustered around 1.It implies that the iterative solution is convergent rapidly.Numerical experiments with the absorbing boundary condition and the generalized Dirichlet type further verify the efficiency.展开更多
基金Supported in part by the natural science foundation of China No. 19901017.
文摘Discusses the genuine-optimal circulant preconditioner for finite-section Wiener-Hopf equations. Definition of the genuine-optimal circulant preconditioner; Use of the preconditioned conjugate gradient method; Numerical treatments for high order quadrature rules.
基金Supported by the Scientific Research Foundation for Advisor Program of Higher Education of Gansu Province(1009-6)Supported by the Scientific Research Foundation for Youth Scholars of Hexi University(qn201015)
文摘The preconditioned generalized minimal residual(GMRES) method is a common method for solving non-symmetric,large and sparse linear systems which originated in discrete ordinary differential equations by Boundary value methods.In this paper,we propose a new circulant preconditioner to speed up the convergence rate of the GMRES method, which is a convex linear combination of P-circulant and Strang-type circulant preconditioners. Theoretical and practical arguments are given to show that this preconditioner is feasible and effective in some cases.
基金National Natural Science Foundation of China under grants 11801389 and 11571128.
文摘In this paper,an efficient numerical method for solving the general fractional diffusion equations with Riesz fractional derivative is proposed by combining the fractional compact difference operator and the boundary value methods.In order to efficiently solve the generated linear large-scale system,the generalized minimal residual(GMRES)algorithm is applied.For accelerating the convergence rate of the it erative,the St rang-type,Chantype and P-type preconditioners are introduced.The suggested met hod can reach higher order accuracy both in space and in time than the existing met hods.When the used boundary value method is Ak1,K2-stable,it is proven that Strang-type preconditioner is invertible and the spectra of preconditioned matrix is clustered around 1.It implies that the iterative solution is convergent rapidly.Numerical experiments with the absorbing boundary condition and the generalized Dirichlet type further verify the efficiency.
