Multiscale Inversion of Elliptic Operators
نویسندگان
چکیده
A fast adaptive algorithm for the solution of elliptic partial diierential equations is presented. It is applied here to the Poisson equation with periodic boundary conditions. The extension to more complicated equations and boundary conditions is outlined. The purpose is to develop algorithms requiring a number of operations proportional to the number of signiicant coeecients in the representation of the r.h.s. of the equation. This number is related to the speciied accuracy, but independent of the resolution. The wavelet decomposition and the conjugate gradient iteration serve as the basic elements of the present approach. The main diiculty in solving such equations stems from the inherently large condition number of the matrix representing the linear system resulting from the discretization. However, it is known that periodized differential operators have an eeective diagonal preconditioner in the wavelet system of coordinates. The condition number of the preconditioned matrix is O(1) and, thus, depends only weakly on the size of the linear system. The nonstandard form (nsf) is preferable in multiple dimensions since it requires O(1) elements to represent the operator on all scales. Unfortunately , the preconditioned nsf turns out to be dense. This obstacle can be avoided if in the process of solving the linear system, the precon-ditioner is applied separately before and after the operator (to maintain sparsity). A constrained version of the preconditioned conjugate gradient algorithm is developed in wavelet coordinates. Only those entries of the conjugate directions which are in the set of signiicant indices are used. The combination of the above mentioned elements yields an algorithm where the number of operations at each iteration is proportional to the number of elements, at the same time the number of iterations is bounded by a constant. In this paper we describe the components of a fast adaptive method for solving elliptic equations with periodic boundary conditions as well as develop a framework for solving problems with general boundary conditions. Let us consider the partial diierential equation
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تاریخ انتشار 1995