主题：基于分块alpha循环预处理的MINRES算法求解发展型偏微分方程

主讲人：香港浸会大学数学系 Sean Hon (韩汝星)助理教授

主持人：555000jc赌船顾先明副教授

时间：2022年12月9日（周五）10:00

直播平台及会议ID：腾讯会议157-392-903，会议密码1209

主办单位：555000jc赌船科研处

主讲人简介：

Prior to the joining Hong Kong Baptist University as an Assistant Professor at Department of Mathematics in July of 2020, Sean Hon was a Research Fellow at National University of Singapore. He obtained his DPhil in mathematics from University of Oxford in 2018, supervised by Prof Andrew Wathen. In 2012 and 2014, he respectively finished his bachelor's degree (first class honour) and MPhil in mathematics from Hong Kong University of Science and Technology. Sean was awarded an Early Career Award by Hong Kong University Grants Committee and the University of Oxford Croucher Scholarship from the Croucher Foundation of Hong Kong in 2021 and 2014, respectively. (韩汝星博士现任香港浸会大学数学系助理教授，分别在2012和2014获得香港科技大学学士和硕士学位，2014年获得香港裘槎基金会奖学金，2018年获得牛津大学哲学博士学位（数学），2020年获得香港大学教育资助委员会青年科技奖)

内容提要：

In this work, we propose a novel parallel-in-time preconditioner for an all-at-once system arising from the numerical solution of evolutionary partial differential equations (PDEs). Namely, considering the wave equation as a model problem, our main result concerns a block $\alpha$-circulant matrix based preconditioner that can be fast diagonalized via fast Fourier transforms, whose effectiveness is theoretically supported for the modified block Toeplitz system arising from discretizing the concerned wave equation. Namely, after first transforming the original all-at-once linear system into a symmetric one, we develop the desired preconditioner based on the spectral information of the modified matrix. Then, we show that the eigenvalues of the preconditioned matrix are clustered around $1$ without any extreme outlier far away from the clusters. In other words, mesh-independent convergence is theoretically guaranteed when the minimal residual method is employed. Moreover, our proposed solver is further generalized to a full block triangular Toeplitz system which arises when a high order discretization scheme is used. Numerical experiments are given to support the effectiveness of our preconditioner, showing that the expected optimal convergence can be achieved. This is joint work with Xuelei Lin (Harbin Institute of Technology).

本次报告将介绍一种时间并行预处理技术求解波动方程的时空离散系统，所提出的预处理子可以快速对角化并理论分析了它的有效性，具体来说，先将时空离散系统转化为一个等价的对称线性系统，根据其谱信息给出相应的预处理子，同时证明预处理矩阵的特征值大多聚集在1附近，即所使用的MINRES算法的收敛性将独立于网格尺度。此外还将这类预处理技术推广到高阶时间离散格式。最后，实验将证实我们所提出的方法有效。