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We now study the linear systems resulting from the hp -dG method ( 12.10 ). We
show that they may be solved iteratively, without causing a loss in the rates of
convergence in the error estimate ( 12.11 ), by the use of an incomplete GMRES
method. Furthermore, we prove that the overall complexity is linear (up to logarith-
mic terms).
12.3.1 Derivation of the Linear Systems
The hp -dG time stepping scheme ( 12.10 ) corresponds to a linear system of size
(r m +
1 )N L to be solved in each time step m
=
1 ,...,M .Let
{
ϕ j :
j
=
0 ,...,r m }
be
a basis of the polynomial space S r m (
1 , 1 ) . We also refer to
ϕ j as the reference time
shape functions. On the time interval J m =
(t m 1 ,t m ) , the time shape functions ϕ m,j
are then defined as ϕ m,j = ϕ j F 1
, where F m is the mapping from the reference
m
interval (
1 , 1 ) to J m given by
1
2 (t m 1 +
1
2 k m t.
F m ( t)
=
t m )
+
Since the semi-discrete approximation U
| J m in ( 12.10 )
are both in S r m (J m ,V L ) , they can be written in terms of the basis
| J m and the test function W
{
ϕ m,j
:
j
=
0 ,...,r m }
,
r m
r m
U
| J m (x, t)
=
U m,j (x)ϕ m,j (t),
W
| J m (x, t)
=
W m,j (x)ϕ m,j (t).
j
=
0
j
=
0
We choose normalized Legendre polynomials as reference time shape functions, i.e.
j
ϕ j ( t)
=
+
·
L j ( t),
∈ N 0 ,
1 / 2
j
(12.12)
where L j are the usual Legendre polynomials of degree j on (
1 , 1 ) .
Example 12.3.3 The first four reference time shape functions of the form ( 12.12 )
are
1 / 2 ,
ϕ 0 ( t)
=
3 / 2
ϕ 1 ( t)
· t,
=
5 / 2
· ( 3 t 2
ϕ 2 ( t) =
1 )/ 2 ,
7 / 2
( 5 t 3
ϕ 3 ( t)
=
·
3 t)/ 2 .
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