Title
Spectral Analysis of a Preconditioned Iterative Method for the Convection-Diffusion Equation
Abstract
The convergence features of a preconditioned algorithm for the convection-diffusion equation based on its diffusion part are considered. Analyses of the distribution of the eigenvalues of the preconditioned matrix in arbitrary dimensions and of the fundamental parameters of convergence are provided, showing the existence of a proper cluster of eigenvalues. The structure of the cluster is not influenced by the discretization. An upper bound on the condition number of the eigenvector matrix under some assumptions is provided as well. The overall cost of the algorithm is O(n), where n is the size of the underlying matrices.
Year
DOI
Venue
2006
10.1137/050627381
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Keywords
Field
DocType
finite differences discretization,preconditioning,multilevel structures,convection-diffusion equation
Discretization,Convection–diffusion equation,Mathematical optimization,Condition number,Matrix (mathematics),Iterative method,Upper and lower bounds,Mathematical analysis,Numerical analysis,Eigenvalues and eigenvectors,Mathematics
Journal
Volume
Issue
ISSN
29
1
0895-4798
Citations 
PageRank 
References 
8
0.64
6
Authors
3
Name
Order
Citations
PageRank
D. Bertaccini111114.32
Gene H. Golub22558856.07
Stefano Serra-Capizzano332342.02