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wavelet-Galerkin discretization; fictitious domain method; saddle-point system; conjugate gradient method; circulant matrix; fast Fourier transform; Kronecker product
The paper deals with fast solving of large saddle-point systems arising in wavelet-Galerkin discretizations of separable elliptic PDEs. The periodized orthonormal compactly supported wavelets of the tensor product type together with the fictitious domain method are used. A special structure of matrices makes it possible to utilize the fast Fourier transform that determines the complexity of the algorithm. Numerical experiments confirm theoretical results.
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