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MiS Preprint
82/2008

Tensor-structured Preconditioners and Approximate Inverse of Elliptic Operators in $\mathbb{R}^d$

Boris N. Khoromskij

Abstract

In the present paper we analyse a class of tensor-structured preconditioners for the multidimensional second order elliptic operators in $\mathbb{R}^d$, $d\geq 2$.

For equations in bounded domain the construction is based on the rank-$R$ tensor-product approximation of the elliptic resolvent ${\cal B}_R\approx ({\cal L}-\lambda {I} )^{-1}$, where ${\cal L}$ is the sum of univariate elliptic operators. We prove the explicit estimate on the tensor rank $R$ that ensures the spectral equivalence.

For equations in unbounded domain one can utilise the tensor-structured approximation of Green's kernel for the shifted Laplacian in $\mathbb{R}^d$, that is well developed in the case of non-oscillatory potentials. For the oscillating kernels $\frac{e^{- i\kappa \|x\|}}{\|x\|} $, $x \in \mathbb{R}^{d} $, $\kappa\in \mathbb{R}_+ $ we constructive proof of the rank-$O(\kappa)$ separable approximation.

This leads to the tensor representation for the discretized 3D Helmholtz kernel on $n\times n \times n$ grid that requires only $O( \kappa \, |\log \varepsilon|^2\, n)$ reals for storage. Such representations can be applied to both the 3D volume and boundary calculations with sublinear cost $O(n^2)$ even in the case $\kappa=O(n)$.

Numerical illustrations demonstrate the efficiency of low tensor rank approximation for Green's kernels $\frac{e^{- \lambda \|x\|}}{\|x\|} $, $x \in \mathbb{R}^{3} $, in the case of Newton ($\lambda=0$), Yukawa ($\lambda \in \mathbb{R}_+$) and Helmholtz ($\lambda= i \kappa, \,\kappa\in \mathbb{R}_+ $) potentials, as well as for the kernel functions ${1}/{\|x\|}$ and ${1}/{\|x\|^{d-2}}$, $x \in \mathbb{R}^{d} $, in higher dimensions $d>3$. We present numerical results on the iterative calculation of the minimal eigenvalue for the $d$-dimensional finite difference Laplacian by power method with the rank truncation and based on the approximate inverse ${\cal B}_R\approx (-\Delta)^{-1}$, with $3\leq d\leq 50$.

Received:
Nov 11, 2008
Published:
Nov 21, 2008
MSC Codes:
65F50, 65F30, 46B28
Keywords:
preconditioning, high dimensions, elliptic resolvent, tensor approximation, Green's kernels

Related publications

inJournal
2009 Journal Open Access
Boris N. Khoromskij

Tensor-structured preconditioners and approximate inverse of elliptic operators in \( \mathbb{R}^d\)

In: Constructive approximation, 30 (2009) 3, pp. 599-620