A multigrid-based preconditioned Krylov subspace method for the Helmholtz equation with PML

In this paper, we generalize the complex shifted Laplacian preconditioner to the complex shifted Laplacian-PML preconditioner for the Helmholtz equation with perfectly matched layer (Helmholtz-PML equation). The Helmholtz-PML equation is discretized by an optimal 9-point difference scheme, and the preconditioned linear system is solved by the Krylov subspace method, especially by the biconjugate gradient stabilized method (Bi-CGSTAB). The spectral analysis of the linear system is given, and a new matrix-based interpolation operator is proposed for the multigrid method, which is used to approximately invert the preconditioner. The numerical experiments are presented to illustrate the efficiency of the preconditioned Bi-CGSTAB method with the multigrid based on the new interpolation operator, also, numerical results are given for comparing the performance of the new interpolation operator with that of classic bilinear interpolation operator and the one suggested in Erlangga et al. (2006) [10].     

Recursion relations for the extended Krylov subspace method

The evaluation of matrix functions of the form f(A)v, where A is a large sparse or structured symmetric matrix, f is a nonlinear function, and v is a vector, is frequently subdivided into two steps: first an orthonormal basis of an extended Krylov subspace of fairly small dimension is determined, and then a projection onto this subspace is evaluated by a method designed for small problems. This paper derives short recursion relations for orthonormal bases of extended Krylov subspaces of the type K^m,mi+1(A)=span{A^-m+1v,…,A^-1v,v,Av,…,A^miv}, m=1,2,3,…, with i a positive integer, and describes applications to the evaluation of matrix functions and the computation of rational Gauss quadrature rules.     

Comparison results of the preconditioned AOR methods for L-matrices

In this paper, we first provide comparison results of several types of the preconditioned AOR (PAOR) methods for solving a linear system whose coefficient matrix is an L-matrix satisfying some weaker conditions than those used in the recent literature. Next, we propose an application of PAOR method to a preconditioner of Krylov subspace method. Lastly, numerical results are provided to show that Krylov subspace method with the PAOR preconditioner performs quite well as compared with the ILU (0) preconditioner.     

A piecewise-linearized algorithm based on the Krylov subspace for solving stiff ODEs

Numerical methods for solving Ordinary Differential Equations (ODEs) have received considerable attention in recent years. In this paper a piecewise-linearized algorithm based on Krylov subspaces for solving Initial Value Problems (IVPs) is proposed. MATLAB versions for autonomous and non-autonomous ODEs of this algorithm have been implemented. These implementations have been compared with other piecewise-linearized algorithms based on Padé approximants, recently developed by the authors of this paper, comparing both precisions and computational costs in equal conditions. Four case studies have been used in the tests that come from stiff biology and chemical kinetics problems. Experimental results show the advantages of the proposed algorithms, especially when the dimension is increased in stiff problems.     

A new family of global methods for linear systems with multiple right-hand sides

The global bi-conjugate gradient (Gl-BCG) method is an attractive matrix Krylov subspace method for solving nonsymmetric linear systems with multiple right-hand sides, but it often show irregular convergence behavior in many applications. In this paper, we present a new family of global A-biorthogonal methods by using short two-term recurrences and formal orthogonal polynomials, which contain the global bi-conjugate residual (Gl-BCR) algorithm and its improved version. Finally, numerical experiments illustrate that the proposed methods are highly competitive and often superior to originals.     

矩阵多项式空间的进一步研究

设A为数域F上的n级矩阵,记F[A]={f(A)|f(x)∈F[x]},它显然是F~(n×n)的子空间.讨论了F[A]的基和维数,引入了f(A)的坐标和F[A]的因式子空间的概念,给出了用因式子空间表示F[A]的几个定理,刻画了F[A]的结构.     

On the aliasing error in a class of bidimensional wavelet subspaces

This paper addresses the aliasing error in the setting of a class of bidimensional multiresolution analysis associated with a 2 × 2 dilation matrix of determinant ±2. The explicit expression of the Fourier transform of the aliasing error is established, from which we obtain an optimal L 2 (R 2 )-norm estimation of the aliasing error.     

Shift‐invert Lanczos method for the symmetric positive semidefinite Toeplitz matrix exponential

The Lanczos method with shift‐invert technique is exploited to approximate the symmetric positive semidefinite Toeplitz matrix exponential. The complexity is lowered by the Gohberg–Semencul formula and the fast Fourier transform. Application to the numerical solution of an integral equation is studied. Numerical experiments are carried out to demonstrate the effectiveness of the proposed method. Copyright © 2010 John Wiley & Sons, Ltd.     

Parallel characteristic finite element method for time‐dependent convection–diffusion problem

Based on the overlapping‐domain decomposition and parallel subspace correction method, a new parallel algorithm is established for solving time‐dependent convection–diffusion problem with characteristic finite element scheme. The algorithm is fully parallel. We analyze the convergence of this algorithm, and study the dependence of the convergent rate on the spacial mesh size, time increment, iteration times and sub‐domains overlapping degree. Both theoretical analysis and numerical results suggest that only one or two iterations are needed to reach to optimal accuracy at each time step. Copyright © 2010 John Wiley & Sons, Ltd.     

Dual Lie Bialgebra Structures of W -algebra W (2, 2) Type

In the present paper, we investigate the dual Lie coalgebras of the centerless W(2, 2) algebra by studying the maximal good subspaces. Based on this, we construct the dual Lie bialgebra structures of the centerless W(2, 2) Lie bialgebra. As by-products, four new infinite dimensional Lie algebras are obtained.