A new wavelet preconditioner for finite difference operators

Author: Piquemal Anne-Sophie   Liandrat Jacques  

Publisher: Springer Publishing Company

ISSN: 1019-7168

Source: Advances in Computational Mathematics, Vol.22, Iss.2, 2005-02, pp. : 125-163

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Abstract

This paper is devoted to the construction of a new multilevel preconditioner for operators discretized using finite differences. It uses the basic ingredients of a multiscale construction of the inverse of a variable coefficient elliptic differential operator derived by Tchamitchian [19]. It can be implemented fast and can therefore be easily incorporated in finite difference solvers for elliptic PDEs. Theoretical results, as well as numerical tests and implementation technical details are presented.