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Hermite Collocation Solution of Partial Differential Equations via Preconditioned Krylov Methods
Numerical Methods for Partial Differential Equations (2001)
  • Stephen H. Brill, Boise State University
Abstract

We are concerned with the numerical solution of partial differential equations (PDEs) in two spatial dimensions discretized via Hermite collocation. To efficiently solve the resulting systems of linear algebraic equations, we choose a Krylov subspace method. We implement two such methods: Bi-CGSTAB [1] and GMRES [2]. In addition, we utilize two different preconditioners: one based on the Gauss–Seidel method with a block red-black ordering (RBGS); the other based upon a block incomplete LU factorization (ILU). Our results suggest that, at least in the context of Hermite collocation, the RBGS preconditioner is superior to the ILU preconditioner and that the Bi-CGSTAB method is superior to GMRES.

Keywords
  • collocation;preconditioned Krylov
Disciplines
Publication Date
March 1, 2001
Citation Information
Stephen H. Brill. "Hermite Collocation Solution of Partial Differential Equations via Preconditioned Krylov Methods" Numerical Methods for Partial Differential Equations Vol. 17 Iss. 2 (2001)
Available at: http://works.bepress.com/stephen_brill/10/