- Research Article
35
- 10.1137/s0036142994275998
Preconditioning Chebyshev Spectral Collocation Method for Elliptic Partial Differential Equations
- Dec 01, 1996
- SIAM Journal on Numerical Analysis
- Sang Dong Kim + 1 more +1
In this paper we analyze a preconditioning technique for the solution of Chebyshev spectral collocation equations with Dirichlet boundary conditions. We obtain bounds on the eigenvalues for the Helmholtz equation. These eigenvalue bounds are obtained as a consequence of estimates on the field of values ${{(\tilde A_{N^2 } U,U)_{I_2 } } / {(\tilde Q_{N^2 } U,U)_{I_2 } }}$, where $\tilde A_{N^2 } $ is the weighted collocation matrix and $\tilde A_{N^2 } $ is the preconditioner. The preconditioner $\tilde Q_{N^2 } $ is robust in the sense that it provides bounds on the $H_{0,w}^1 $ condition number of $\tilde Q_{N^2 }^{ - 1} \tilde L_{N^2 } $ when $\tilde L_{N^2 } $ is the weighted collocation matrix associated with the general elliptic operator $Lu: = - \Delta u + a_1 u_x + a_2 u_y + a_0 u$.
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