This paper presents a modification of Krylov Subspace Spectral (KSS) Methods, which build on the work of Golub, Meurant and others pertaining to moments and Gaussian quadrature to produce high‐order accurate approximate solutions to variable‐coefficient time‐dependent PDE. Whereas KSS methods currently use Lanczos iteration to compute the needed quadrature rules, the modification uses block Lanczos iteration in order to avoid the need to compute two quadrature rules for each component of the solution, or use perturbations of quadrature rules. It will be shown that under reasonable assumptions on the coefficients of the problem, a 1‐node KSS method is unconditionally stable, and methods with more than one node are shown to possess favorable stability properties as well. Numerical results suggest that block KSS methods are significantly more accurate than their non‐block counterparts.
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1 September 2008
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS: International Conference on Numerical Analysis and Applied Mathematics 2008
16–20 September 2008
Psalidi, Kos (Greece)
Research Article|
September 01 2008
Enhancement of Krylov Subspace Spectral Methods by Block Lanczos Iteration
James V. Lambers
James V. Lambers
Department of Energy Resources Engineering Stanford University 367 Panama St Rm 065, Stanford, CA 94305‐2220 USA
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AIP Conf. Proc. 1048, 347–350 (2008)
Citation
James V. Lambers; Enhancement of Krylov Subspace Spectral Methods by Block Lanczos Iteration. AIP Conf. Proc. 1 September 2008; 1048 (1): 347–350. https://doi.org/10.1063/1.2990930
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