Skip to main content
Log in

Discrete Fundamental Solution Preconditioning for Hyperbolic Systems of PDE

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

We present a new preconditioner for the iterative solution of systems of equations arising from discretizations of systems of first order partial differential equations (PDEs) on structured grids. Such systems occur in many important applications, including compressible fluid flow and electromagnetic wave propagation. The preconditioner is a truncated convolution operator, with a kernel that is a fundamental solution of a difference operator closely related to the original discretization. Analysis of a relevant scalar model problem in two spatial dimensions shows that grid independent convergence is obtained using a simple one-stage iterative method. As an example of a more involved problem, we consider the steady state solution of the non-linear Euler equations in a two-dimensional, non-axisymmetric duct. We present results from numerical experiments, verifying that the preconditioning technique again achieves grid independent convergence, both for an upwind discretization and for a centered second order discretization with fourth order artificial viscosity.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Abrahamsson L. (1991). Orthogonal grid generation for two-dimensional ducts. J. Comput. Appl. Math. 34, 305–314

    Article  MathSciNet  Google Scholar 

  • Bailey D.H., Swarztrauber P.N. (1991). The fractional Fourier transform and applications. SIAM Rev. 33, 389–404

    Article  MathSciNet  Google Scholar 

  • Brandén H., Holmgren S. (1999). Convergence acceleration for hyperbolic systems using semicirculant approximations. J. Sci. Comput. 14, 357–393

    Article  MathSciNet  Google Scholar 

  • Brandén H., Holmgren S. (2003). Convergence acceleration for the steady-state Euler equations. Comput. Fluids 32, 1075–1092

    Article  Google Scholar 

  • Brandén, H., and Sundqvist, P. (2000). Preconditioners based on fundamental solutions. Tech. Rep. 2000-032, Department of Information Technology, Uppsala University, Uppsala, Sweden, (Accepted for publication in BIT)

  • Brandén H., Sundqvist P. (2004). An algorithm for computing fundamental solutions of difference operators. Numer. Algorithms 36, 331–343

    Article  MathSciNet  Google Scholar 

  • Chan R.H., Ng K.-P. (1993). Toeplitz preconditioners for Hermitian Toeplitz systems. Linear Algebra Appl. 190, 181–208

    Article  MathSciNet  Google Scholar 

  • Chan R.H., Ng M.K. (1996). Conjugate gradient methods for Toeplitz systems. SIAM Rev. 38, 427–482

    Article  MathSciNet  Google Scholar 

  • Enander R. (1997). Implicit explicit residual smoothing for the multidimensional Euler and Navier–Stokes equations. SIAM J. Sci. Comput. 18, 1243–1254

    Article  MathSciNet  Google Scholar 

  • Gustafsson, B., Kreiss, H., and Oliger, J. (1995). Time Dependent Problems and Difference Methods, John Wiley & Sons

  • Hanke M., Nagy J.G. (1994). Toeplitz approximate inverse preconditioners for banded Toeplitz matrices. Numer Algorithms 7, 183–199

    Article  MathSciNet  Google Scholar 

  • Hemmingsson L. (1995). A domain decomposition method for first-order PDEs. SIAM J. Matrix Anal. Appl. 16, 1241–1267

    Article  MathSciNet  Google Scholar 

  • Hirsch, C. (1990). Numerical computation of internal and external flows, Volume 2: Computational methods for inviscid and viscous flows, John Wiley & Sons

  • Holmgren S., Otto K. (1992). Iterative solution methods and preconditioners for block-tridiagonal systems of equations. SIAM J. Matrix Anal. Appl. 13, 863–886

    Article  MathSciNet  Google Scholar 

  • Holmgren S., Otto K. (1994). Semicirculant preconditioners for first-order partial differential equations. SIAM J. Sci Comput. 15, 385–407

    Article  MathSciNet  Google Scholar 

  • Jameson A. (1988). Computational transonics. Comm. Pure Appl. Math. 41, 507–549

    MathSciNet  Google Scholar 

  • Jameson, A., and Caughey, D. (2001). How many steps are required to solve the Euler equations of steady, compressible flow: In search for a fast solution algorithm, in 15th Computational Fluid Dynamics Conference

  • Jameson A., Schmidt W., Turkel E. (1981). Numerical solution of the Euler equations by the finite volume method using Runge-Kutta time-stepping schemes. AIAA 81–1259

  • Larsson E. (1999). A domain decomposition method for the Helmholtz equation in a multilayer domain. SIAM J. Sci. Comput. 20, 1713–1731

    Article  MathSciNet  Google Scholar 

  • Lötstedt P. (1992). Grid independent convergence of the multigrid method for first-order equations. SIAM J. Numer Anal. 29, 1370–1394

    Article  MathSciNet  Google Scholar 

  • Pulliam T.E. (1986). Artificial dissipation models for the Euler equations. AIAA 12, 1931–1940

    Google Scholar 

  • Stakgold, I. (1998). Green’s Functions and Boundary Value Problems, 2nd ed., John Wiley & Sons

  • Strang G. (1986). A proposal for Toeplitz matrix calculations Stud. Appl. Math. 74, 171–176

    Google Scholar 

  • Swanson R.C., Turkel E. (1992). On central-difference and upwind schemes. J. Comput. Phys. 101, 292–306

    Article  MathSciNet  Google Scholar 

  • Thomas J., Diskin, B., and Brandt, A. (2003). Textbook multigrid efficiency for fluid simulations. Annu. Rev. Fluid Mech. 35, 317–340

    Article  MathSciNet  Google Scholar 

  • Turkel E. (1999). Preconditioning techniques in computational fluid dynamics. Annu. Rev. Fluid Mech. 31, 385–416

    Article  MathSciNet  Google Scholar 

  • Wan, W. L., and Chan, T. F. (2003). Wave propagation analysis of multigrid methods for convection dominated problems, in Domain decomposition methods in science and engineering, Natl Auton. Univ. Mex., Mexico, pp. 171–181 (electronic)

  • Wan W.L., Chan T.F. (2003). A phase error analysis of multigrid methods for hyperbolic equations. SIAM J. Sci Comput. 25, 857–880

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Sverker Holmgren.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Brandén, H., Holmgren, S. & Sundqvist, P. Discrete Fundamental Solution Preconditioning for Hyperbolic Systems of PDE. J Sci Comput 30, 35–60 (2007). https://doi.org/10.1007/s10915-005-9018-z

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10915-005-9018-z

Keywords

Navigation