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A new wavelet preconditioner for finite difference operators

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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.

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Author information

Authors and Affiliations

  1. IMATI, CNR, Via Ferrata 1, 27100, Pavia, Italy

    Anne-Sophie Piquemal

  2. LATP-ESM2, 38 Rue F.J.-Curie, 13451, Marseille Cedex 20, France

    Jacques Liandrat

Authors
  1. Anne-Sophie Piquemal
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  2. Jacques Liandrat
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Corresponding author

Correspondence to Anne-Sophie Piquemal.

Additional information

Communicated by Y. Xu

This work has been partially supported by TMR Research Network Contract FMRX-CT98-0184.

AMS subject classification

00A69, 65T60, 65Y99, 15A12

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Piquemal, AS., Liandrat, J. A new wavelet preconditioner for finite difference operators. Adv Comput Math 22, 125–163 (2005). https://doi.org/10.1007/s10444-004-1111-6

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  • DOI: https://doi.org/10.1007/s10444-004-1111-6

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