Accelerating the iterative solution of convection-diffusion problems using singular value decomposition
Abstract
The discretization of convection-diffusion equations by implicit or semi-implicit methods leads to a sequence of linear systems usually solved by iterative linear solvers such as GMRES. Many techniques bearing the name of \emph{recycling Krylov space methods} have been proposed to speed up the convergence rate after restarting, usually based on the selection and retention of some Arnoldi vectors. After providing a unified framework for the description of a broad class of recycling methods and preconditioners, we propose an alternative recycling strategy based on a singular value decomposition selection of previous solutions, and exploit this information in classical and new augmentation and deflation methods. The numerical tests in scalar non-linear convection-diffusion problems are promising for high-order methods.
Cite
@article{arxiv.1807.09467,
title = {Accelerating the iterative solution of convection-diffusion problems using singular value decomposition},
author = {Giuseppe Pitton and Luca Heltai},
journal= {arXiv preprint arXiv:1807.09467},
year = {2018}
}
Comments
22 pages, 7 figures, 9 tables, to appear on Numerical Linear Algebra with Applications