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Title: Complexity of an algorithm for solving saddle-point systems with singular blocks arising in wavelet-Galerkin discretizations (English)
Author: Kučera, Radek
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 50
Issue: 3
Year: 2005
Pages: 291-308
Summary lang: English
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Category: math
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Summary: 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. (English)
Keyword: wavelet-Galerkin discretization
Keyword: fictitious domain method
Keyword: saddle-point system
Keyword: conjugate gradient method
Keyword: circulant matrix
Keyword: fast Fourier transform
Keyword: Kronecker product
MSC: 65F10
MSC: 65N30
MSC: 65T50
MSC: 65T60
idZBL: Zbl 1099.65150
idMR: MR2133731
DOI: 10.1007/s10492-005-0018-y
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Date available: 2009-09-22T18:22:25Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/134607
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Reference: [4] I. Daubechies: Ten Lectures on Wavelets.SIAM, Philadelphia, 1992. Zbl 0776.42018, MR 1162107
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Reference: [6] R. Glowinski, T. Pan, R. O. Wells, X.  Zhou: Wavelets methods in computational fluid dynamics.In: Proc. Algorithms Trends in Computational Dynamics (1993), M. Y. Hussaini, A.  Kumar, and M. D.  Salas (eds.), Springer-Verlag, New York, pp. 259–276. MR 1295640
Reference: [7] G. H. Golub, C. F. Van Loan: Matrix Computation.The Johns Hopkins University Press, Baltimore, 1996, 3rd ed.
Reference: [8] N. I. M. Gould: On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem.Math. Program. 32 (1985), 90–99. Zbl 0591.90068, MR 0787745, 10.1007/BF01585660
Reference: [9] R. Kučera: Wavelet solution of elliptic PDEs.In: Proc. Matematyka v Naukach Technicznych i Przyrodniczych (2000), S.  Bialas (ed.), AGH Krakow, pp. 55–62.
Reference: [10] W. Rudin: Real and Complex Analysis.McGraw-Hill, New York, 1987, 3rd ed. Zbl 0925.00005, MR 0924157
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