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Multilevel filtering elliptic preconditioners

C.‐C. Jay Kuo, Tony Fan-Cheong Chan, Charles H. Tong

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Abstract

A class of preconditioners is presented for elliptic problems built on ideas borrowed from the digital filtering theory and implemented on a multilevel grid structure. They are designed to be both rapidly convergent and highly parallelizable. The digital filtering viewpoint allows the use of filter design techniques for constructing elliptic preconditioners and also provides an alternative framework for understanding several other recently proposed multilevel preconditioners. Numerical results are presented to assess the convergence behavior of the new methods and to compare them with other preconditioners of multilevel type, including the usual multigrid method as preconditioner, the hierarchical basis method and a recent method proposed by Bramble-Pasciak-Xu.

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What this paper is about

A class of preconditioners is presented for elliptic problems built on ideas borrowed from the digital filtering theory and implemented on a multilevel grid structure. They are designed to be both rapidly convergent and highly parallelizable. The digital filtering viewpoint allows the use of filter design techniques for constructing elliptic preconditioners and also provides an alternative framework for understanding several other recently proposed multilevel preconditioners. Numerical results are presented to assess the convergence behavior of the new methods and to compare them with other preconditioners of multilevel type, including the usual multigrid method as preconditioner, the hierarchical basis method and a recent method proposed by Bramble-Pasciak-Xu.

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Available abstract

A class of preconditioners is presented for elliptic problems built on ideas borrowed from the digital filtering theory and implemented on a multilevel grid structure. They are designed to be both rapidly convergent and highly parallelizable. The digital filtering viewpoint allows the use of filter design techniques for constructing elliptic preconditioners and also provides an alternative framework for understanding several other recently proposed multilevel preconditioners. Numerical results are presented to assess the convergence behavior of the new methods and to compare them with other preconditioners of multilevel type, including the usual multigrid method as preconditioner, the hierarchical basis method and a recent method proposed by Bramble-Pasciak-Xu.

Key concepts: Preconditioner, Parallelizable manifold, Multigrid method, Convergence (economics), Applied mathematics, Computer science, Mathematics, Basis (linear algebra)

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