Title:
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Complexity of an algorithm for solving saddle-point systems with singular blocks arising in wavelet-Galerkin discretizations (English) |
Author:
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Kučera, Radek |
Language:
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English |
Journal:
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Applications of Mathematics |
ISSN:
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0862-7940 (print) |
ISSN:
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1572-9109 (online) |
Volume:
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50 |
Issue:
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3 |
Year:
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2005 |
Pages:
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291-308 |
Summary lang:
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English |
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Category:
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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:
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wavelet-Galerkin discretization |
Keyword:
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fictitious domain method |
Keyword:
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saddle-point system |
Keyword:
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conjugate gradient method |
Keyword:
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circulant matrix |
Keyword:
|
fast Fourier transform |
Keyword:
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Kronecker product |
MSC:
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65F10 |
MSC:
|
65N30 |
MSC:
|
65T50 |
MSC:
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65T60 |
idZBL:
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Zbl 1099.65150 |
idMR:
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MR2133731 |
DOI:
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10.1007/s10492-005-0018-y |
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Date available:
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2009-09-22T18:22:25Z |
Last updated:
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2020-07-02 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/134607 |
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Reference:
|
[1] F. Brezzi, M. Fortin: Mixed and Hybrid Finite Element Methods.Springer-Verlag, New York, 1991. MR 1115205 |
Reference:
|
[2] P. G. Ciarlet: The Finite Element Method for Elliptic Problems.North-Holland, Amsterdam, 1978. Zbl 0383.65058, MR 0520174 |
Reference:
|
[3] M. Fortin, R. Glowinski: Augmented Lagrangian Methods: Applications to the Numerical Solution of Boundary-Value Problems.North-Holland, Amsterdam, 1983. MR 0724072 |
Reference:
|
[4] I. Daubechies: Ten Lectures on Wavelets.SIAM, Philadelphia, 1992. Zbl 0776.42018, MR 1162107 |
Reference:
|
[5] R. Glowinski, T. Pan, and J. Periaux: A fictitious domain method for Dirichlet problem and applications.Comput. Methods Appl. Mech. Eng. 111 (1994), 283–303. MR 1259864, 10.1016/0045-7825(94)90135-X |
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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