AuthorsG. A. Staff, K. Mardal and T. K. Nilssen
TitlePreconditioning of Fully Implicit Runge-Kutta Schemes for Parabolic PDEs
AfilliationScientific Computing, Scientific Computing
StatusPublished
Publication TypeJournal Article
Year of Publication2006
JournalModel. Identif. Control
Volume27
Number2
Pagination109-123
Abstract

Recently, the authors introduced a preconditioner for the linear systems that arise from fully implicit Runge-Kutta time stepping schemes applied to parabolic PDEs \cite{mns}. The preconditioner was a block Jacobi preconditioner, where each of the blocks were based on standard preconditioners for low-order time discretizations like implicit Euler or Crank-Nicolson. It was proven that the preconditioner is optimal with respect to the timestep and the discretization parameter in space. In this paper we will improve the convergence by considering other preconditioners like the upper and the lower block Gauss-Seidel preconditioners, both in a left and right preconditioning setting. Finally, we improve the condition number by using a generalized Gauss-Seidel preconditioner.

Notes

An earlier version of this paper var publisehd in SIMS05. 46th Conference on Simulation and Modeling, Trondheim, October 13-14, edited by Jørn Amundsen, Helge I. Andersson, Elena Celledoni, Tommy Gravdahl, Finn A. Michelsen, Henrik R. Nagel, Thorvald Natvig. Tapir Academic Press, pages 315-324, 2005.

Citation KeyStaff.2006.1