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Robust and efficient preconditioners for the discontinuous Galerkin time-stepping method

Smears, I; (2017) Robust and efficient preconditioners for the discontinuous Galerkin time-stepping method. IMA Journal of Numerical Analysis , 37 (4) pp. 1961-1985. 10.1093/imanum/drw050. Green open access

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Abstract

The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and efficient preconditioning strategy for solving these systems. Drawing on parabolic inf-sup theory, we first construct a left preconditioner that transforms the linear system to a symmetric positive definite problem to be solved by the preconditioned conjugate gradient algorithm. We then prove that the transformed system can be further preconditioned by an ideal block diagonal preconditioner, leading to a condition number bounded by 4 for any time-step size, any approximation order and any positive-definite self-adjoint spatial operators. Numerical experiments demonstrate the low condition numbers and fast convergence of the algorithm for both ideal and approximate preconditioners, and show the feasibility of the high-order solution of large problems.

Type: Article
Title: Robust and efficient preconditioners for the discontinuous Galerkin time-stepping method
Open access status: An open access version is available from UCL Discovery
DOI: 10.1093/imanum/drw050
Publisher version: http://dx.doi.org/10.1093/imanum/drw050
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
Keywords: discontinuous Galerkin, time discretizations, parabolic PDE, preconditioning, conjugate gradient algorithm
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics
URI: https://discovery.ucl.ac.uk/id/eprint/1572493
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