Iterative solution of shifted positive-definite linear systems arising in a numerical method for the heat equation based on Laplace transformation and quadrature

William McLean, Vidar Thomee

Abstract


In earlier work we have studied a method for discretization in time of a parabolic problem, which consists of representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In application to a spatially semidiscrete finite-element version of the parabolic problem, at each quadrature point one then needs to solve a linear algebraic system having a positive-definite matrix with a complex shift. We study iterative methods for such systems, considering the basic and preconditioned versions of first the Richardson algorithm and then a conjugate gradient method.

doi:10.1017/S1446181112000107

Keywords


Laplace transform, finite elements, quadrature, Richardson iteration, conjugate gradient method, preconditioning.



DOI: http://dx.doi.org/10.21914/anziamj.v53i0.5248



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ANZIAM Journal, ISSN 1446-8735, copyright Australian Mathematical Society.