Circulant Preconditioners for Solving Differential Circulant Preconditioners for Solving Differential
Equations with Multi-delays

Xiao-Qing JIN1
Faculty of Science and Technology
University of Macau
China
Email: fstxqj@umac.mo

We consider the solution of differential equation with multi-delays:

ì
ï
ï
í
ï
ï
î
y¢(t) = Jn y(t) + Dn(1) y(t-t1) +¼+ Dn(s) y(t-ts) + f(t),
t ³ t0,
y(t) = f(t),
t £ t0,
by boundary value methods (BVMs), where y(t), f(t), f(t): R ® Rn; Jn, Dn(1), ¼, Dn(s) Î Rn×n and t1, ¼, ts > 0 are some constants. Such kind of equation appears in many applications. Our methods proposed here require the solution of some nonsymmetric, large and sparse linear systems. The GMRES method with the Strang-type block-circulant preconditioner is proposed for solving these linear systems. We show that if an Ak1,k2-stable BVM is used for solving an n-by-n system of differential equations with multi-delays, then our preconditioner is invertible and all the eigenvalues of the preconditioned system are clustered. It follows that when the GMRES method is applied to solving the preconditioned systems, the method would converge fast. Numerical results are given to show the effectiveness of our methods.


Footnotes:

1 Joint work with Siu-Long LEI and Yi-Min WEI.


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On 9 Apr 2002, 12:54.