Preconditioned Legendre spectral Galerkin methods for the non-separable elliptic equation

04/29/2020
by   Xuhao Diao, et al.
0

The Legendre spectral Galerkin method of self-adjoint second order elliptic equations usually results in a linear system with a dense and ill-conditioned coefficient matrix. In this paper, the linear system is solved by a preconditioned conjugate gradient (PCG) method where the preconditioner M is constructed by approximating the variable coefficients with a (T+1)-term Legendre series in each direction to a desired accuracy. A feature of the proposed PCG method is that the iteration step increases slightly with the size of the resulting matrix when reaching a certain approximation accuracy. The efficiency of the method lies in that the system with the preconditioner M is approximately solved by a one-step iterative method based on the ILU(0) factorization. The ILU(0) factorization of M∈R^(N-1)^d×(N-1)^d can be computed using O(T^2d N^d) operations, and the number of nonzeros in the factorization factors is of O(T^d N^d), d=1,2,3. To further speed up the PCG method, an algorithm is developed for fast matrix-vector multiplications by the resulting matrix of Legendre-Galerkin spectral discretization, without the need to explicitly form it. The complexity of the fast matrix-vector multiplications is of O(N^d (log N)^2). As a result, the PCG method has a O(N^d (log N)^2) total complexity for a d dimensional domain with (N-1)^d unknows, d=1,2,3. Numerical examples are given to demonstrate the efficiency of proposed preconditioners and the algorithm for fast matrix-vector multiplications.

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