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BCCB preconditioners for solving linear systems from delay differential equations
Cai M.-C.; Jin X.-Q.
2005-07-01
Source PublicationComputers and Mathematics with Applications
ISSN08981221
Volume50Issue:1-2Pages:281-288
Abstract

We consider the solution of delay differential equations by using boundary value methods (BVMs). These methods require the solution of some nonsymmetric, large, and sparse linear systems. In this paper, these systems are solved by using the GMRES method. A mixed-type block-circulant preconditioner with circulant blocks (BCCB preconditioner) is proposed to speed up the convergence rate of the GMRES method. If an A ink,k-stable BVM is used and the system matrices of delay differential equations are normal, then the BCCB preconditioner is invertible. The advantage of using such kind of preconditioner is that we can use two-dimensional fast Fourier transform to reduce the operation cost. Numerical results are given to show the effectiveness of our methods. 

KeywordBccb Preconditioner Block-circulant Preconditioner Bvm Delay Differential Equations Gmres Method Toeplitz Matrix
DOI10.1016/j.camwa.2004.03.019
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000231279000024
PublisherPERGAMON-ELSEVIER SCIENCE LTD,
Scopus ID2-s2.0-27544431534
Fulltext Access
Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Corresponding AuthorJin X.-Q.
AffiliationDepartment of Mathematics, University of Macau Macau, P.R. China
First Author AffilicationUniversity of Macau
Corresponding Author AffilicationUniversity of Macau
Recommended Citation
GB/T 7714
Cai M.-C.,Jin X.-Q.. BCCB preconditioners for solving linear systems from delay differential equations[J]. Computers and Mathematics with Applications, 2005, 50(1-2), 281-288.
APA Cai M.-C.., & Jin X.-Q. (2005). BCCB preconditioners for solving linear systems from delay differential equations. Computers and Mathematics with Applications, 50(1-2), 281-288.
MLA Cai M.-C.,et al."BCCB preconditioners for solving linear systems from delay differential equations".Computers and Mathematics with Applications 50.1-2(2005):281-288.
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