Skip to main content
Log in

Circulant Wavelet Preconditioners for Solving Elliptic Differential Equations and Boundary Integral Equations

  • Published:
Journal of Computational Analysis and Applications

Abstract

In this paper is discussed solving an elliptic equation and a boundary integral equation of the second kind by representation of compactly supported wavelets. By using wavelet bases and the Galerkin method for these equations, we obtain a stiff sparse matrix that can be ill-conditioned. Therefore, we have to introduce an operator which maps every sparse matrix to a circulant sparse matrix. This class of circulant matrices is a class of preconditioners in a Banach space. Based on having some properties in the spectral theory for this class of matrices, we conclude that the circulant matrices are a good class of preconditioners for solving these equations. We called them circulant wavelet preconditioners (CWP). Therefore, a class of algorithms is introduced for rapid numerical application.

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

  1. R. Chan, Circulant preconditionersfor Hermitian Toeplitz systems, SIAM J. Matrix Anal. Appl. 10, 542–550 (1989).

    Google Scholar 

  2. D. Cohen, Partial Differential Equations: An Introduction, Random House, New York, 1998.

    Google Scholar 

  3. G. Beylkin, R. Coifman, and V. Rokhlin, Fast wavelet transforms and numerical analysis, J. Comm. Pure Appl. Math., 44, 141–193 (1992).

    Google Scholar 

  4. G. David, Wavelets andSingular Integral on Curves and Surface, Springer-Verlag, 1992.

  5. P. Davis, Circulant Matrices, John Wiley and Sons, New York, 1979.

    Google Scholar 

  6. L. Elden, Algorithms forthe regularization of ill-conditioned least squares problems, BIT 17, 134–145 (1977).

    Google Scholar 

  7. A. Friedman, Variational Principles and Free-Boundary Problems, John Wiley & Sons, 1982.

  8. G. Kaiser, A Friendly Guide to Wavelets, Birkhäuser, 1995.

  9. M. A. Malcolm and J. Palmer, A fastmethod for solving a class of tridiagonal linear systems, Comm. ACM 17, 14–17 (1974).

    Google Scholar 

  10. Y. Meyer and R. Coifman, Wavelets Calderon-Zygmund and Multilinear Operators, Cambridge University Press, 1997.

  11. Y. Meyer, Wavelets andOperators, Analysis at Urbana, Vol. 1, (E. Borkson, N. T. Peck, and J. Uhl, eds.) London Math. Society, Lecture Notes Series 137, 1989.

  12. M. Mitrea, Clifford Wavelets Singular Integrals and Hard Spaces, Springer-Verlag, 1994.

  13. B. S. Pariiski, An economical method for the numerical solution of convolution equations, USSR Comput. Math. and Math. Phy. 18, 208–211 (1978).

    Google Scholar 

  14. D. Rostami V. F. and K. Maleknejad, Fast iterative methods for solving of boundary nonlinear integral equations with singularity, J. Comp. Anal. and Appl. 1(2) 219–234 (1999).

    Google Scholar 

  15. D. Rostami V. F. and K. Maleknejad, Preconditioners for solving stochastic boundary integral equations with weakly singular kernels, Computing, 63, 47–67 (1999).

    Google Scholar 

  16. D. Rostami V. F., Preconditioned singular and hypersingular integral equations, PhD Thesis, Iran University of Science and Technology, 1999.

  17. E. Tyrtyshnikov, Optimal andsuper optimal circulant preconditioners, SIAM J. Matrix Anal. Appl. 13, 459–473 (1992).

    Google Scholar 

  18. E. Tyrtyshnikov and V. V. Strela, Which circulant preconditioner is better? Math of Comp. 65, 135–150 (1996).

    Google Scholar 

  19. Y. Yan, Sparse preconditionediterative methods for dense linear systems, SIAM J. Sci. Comput. 15, 1190–1200 (1994).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Rostami Varnos Fadrani, D. Circulant Wavelet Preconditioners for Solving Elliptic Differential Equations and Boundary Integral Equations. Journal of Computational Analysis and Applications 5, 255–271 (2003). https://doi.org/10.1023/A:1022885129626

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1022885129626

Navigation