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On Sinc Discretization and Banded Preconditioning for Linear Third-Order ODEs
白中治 研究员(中国科学院)
2018-01-01 12:13  华东师范大学

题目: On Sinc Discretization and Banded Preconditioning for Linear Third-Order ODEs
报告人: 白中治 研究员(中国科学院)
时间: 2011年11月28日(周一)下午 13:00-14:00
地点:闵行校区数学系102报告厅

报告摘要:Some draining or coating fluid-flow problems and problems concerning the flow of thin films of viscous fluid with a free surface can be described by third-order ordinary differential equations. In this talk, we solve the boundary value problems of such equations by sinc discretization and prove that the discrete solutions converge to the true solutions of the ordinary differential equations exponentially. The discrete solution is determined by a linear system with the coefficient matrix being a combination of Toeplitz and diagonal matrices. The system can be effectively solved by Krylov subspace iteration methods such as GMRES preconditioned by banded matrices. We demonstrate that the eigenvalues of the preconditioned matrix are uniformly bounded within a rectangle on the complex plane independent of the size of the linear system. Numerical examples are given to illustrate the effective performance of our method.