On the numerical solution of convection-dominated problems using hierarchical matrices
Contact the author: Please use for correspondence this email.
Submission date: 02. Sep. 2005
paper submitted to: Numerische Mathematik
MSC-Numbers: 35C20, 65F05, 65F50
Keywords and phrases: singularly perturbed problems, preconditioners, hierarchical matrices
Download full preprint: PDF (234 kB), PS ziped (217 kB)
The aim of this article is to shows that hierarchical matrices (-matrices) provide a means to efficiently precondition linear systems arising from the streamline diffusion finite-element method applied to convection-dominated problems. Approximate inverses and approximate LU decompositions can be computed with logarithmic-linear complexity in the standard -matrix format. Neither the complexity of the preconditioner nor the number of iterations will depend on the dominance. Although the established theory is only valid for irrotational convection, numerical experiments show that the same efficiency can be observed for general convection terms.