On order-reducible sinc discretizations and block-diagonal preconditioning methods for linear third-order ordinary differential equations
Publication in refereed journal

香港中文大學研究人員
替代計量分析
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摘要By introducing a variable substitution, we transform the two-point boundary value problem of a third-order ordinary differential equation into a system of two second-order ordinary differential equations (ODEs). We discretize this order-reduced system of ODEs by both sinc-collocation and sinc-Galerkin methods, and average these two discretized linear systems to obtain the target system of linear equations. We prove that the discrete solution resulting from the linear system converges exponentially to the true solution of the order-reduced system of ODEs. The coefficient matrix of the linear system is of block two-by-two structure, and each of its blocks is a combination of Toeplitz and diagonal matrices. Because of its algebraic properties and matrix structures, the linear system can be effectively solved by Krylov subspace iteration methods such as GMRES preconditioned by block-diagonal matrices. We demonstrate that the eigenvalues of certain approximation to the preconditioned matrix are uniformly bounded within a rectangle on the complex plane independent of the size of the discretized linear system, and we use numerical examples to illustrate the feasibility and effectiveness of this new approach. © 2013 John Wiley & Sons, Ltd.
著者Bai Z.-Z., Chan R.H., Ren Z.-R.
期刊名稱Numerical Linear Algebra with Applications
出版年份2014
月份1
日期1
卷號21
期次1
出版社John Wiley & Sons Inc.
出版地United States
頁次108 - 135
國際標準期刊號1070-5325
語言英式英語
關鍵詞Convergence analysis, Eigenvalue estimate, Order reduction, Preconditioning, Sinc-collocation discretization, Sinc-Galerkin discretization, Third-order ordinary differential equation

上次更新時間 2020-14-10 於 03:31