Matrix square root and interpolation spaces

Size: px
Start display at page:

Download "Matrix square root and interpolation spaces"

Transcription

1 Matrix square root and interpolation spaces Mario Arioli and Daniel Loghin STFC-Rutherford Appleton Laboratory, and University of Birmingham Sparse Days,CERFACS, Toulouse, 2008 p.1/30

2 Outline Norms and duality in finite dimensional Hilbert spaces Discrete Interpolation Norms The continuous case and finite-element approximation An example: Domain Decomposition Summary and open problems Sparse Days,CERFACS, Toulouse, 2008 p.2/30

3 TRUTH may be misleading In a finite dimensional space all norms are equivalent i.e. Sparse Days,CERFACS, Toulouse, 2008 p.3/30

4 TRUTH may be misleading In a finite dimensional space all norms are equivalent i.e. c(n) v 1 v 2 C(N) v 1 Sparse Days,CERFACS, Toulouse, 2008 p.3/30

5 TRUTH may be misleading In a finite dimensional space all norms are equivalent i.e. c(n) v 1 v 2 C(N) v 1 Identify the norms for which we have c v 1 v 2 C v 1 Sparse Days,CERFACS, Toulouse, 2008 p.3/30

6 (, ) : H H IR scalar product and u H = (u,u) u H norm. Finite dimensional Hilbert spaces and IR N Sparse Days,CERFACS, Toulouse, 2008 p.4/30

7 (, ) : H H IR scalar product and u H = (u,u) u H norm. Finite dimensional Hilbert spaces and IR N {ψ i } i=1,...,n a basis for H u H u = N i=1 u iψ i u i IR i = 1,...,N Sparse Days,CERFACS, Toulouse, 2008 p.4/30

8 (, ) : H H IR scalar product and u H = (u,u) u H norm. Finite dimensional Hilbert spaces and IR N {ψ i } i=1,...,n a basis for H u H u = N i=1 u iψ i u i IR i = 1,...,N Representation of scalar product in IR N. Let u = N i=1 u iψ i and v = N i=1 v iψ i. Then N N (u,v) = u i v j (ψ i,ψ j ) = v T Hu i=1 j=1 where H ij = H ji = (ψ i,ψ j ) and u,v IR N. Moreover, u T Hu > 0 iff u 0 and, thus H SPD. Sparse Days,CERFACS, Toulouse, 2008 p.4/30

9 Dual space H f H : H IR (functional); f(αu + βv) = αf(u) + βf(v) u,v H H is the space of the linear functionals on H f H = sup u 0 f(u) u H Sparse Days,CERFACS, Toulouse, 2008 p.5/30

10 Dual space H f H : H IR (functional); f(αu + βv) = αf(u) + βf(v) u,v H H is the space of the linear functionals on H f H = sup u 0 f(u) u H If H finite dimensional and u = N i=1 u iψ i, then f(u) = N i=1 u if(ψ i ) = f T u Sparse Days,CERFACS, Toulouse, 2008 p.5/30

11 Dual space H f H : H IR (functional); f(αu + βv) = αf(u) + βf(v) u,v H H is the space of the linear functionals on H f H = sup u 0 f(u) u H If H finite dimensional and u = N i=1 u iψ i, then f(u) = N i=1 u if(ψ i ) = f T u Dual vector Let u H, u 0, then f u H such that (Hahn-Banach). f u (u) = u H Sparse Days,CERFACS, Toulouse, 2008 p.5/30

12 Dual space H Let H be a Hilbert finite dimensional space and H the real N N matrix identifying the scalar product. Sparse Days,CERFACS, Toulouse, 2008 p.6/30

13 Dual space H Let H be a Hilbert finite dimensional space and H the real N N matrix identifying the scalar product. f u (u) = f T u = (u T Hu) 1/2 The dual vector of u has the following representation: Sparse Days,CERFACS, Toulouse, 2008 p.6/30

14 Dual space H Let H be a Hilbert finite dimensional space and H the real N N matrix identifying the scalar product. f u (u) = f T u = (u T Hu) 1/2 The dual vector of u has the following representation: and f u 2 H f = Hu u H = ut Hu = f T H 1 f Sparse Days,CERFACS, Toulouse, 2008 p.6/30

15 Linear operator A : H V H and V finite dimensional Hilbert spaces. Sparse Days,CERFACS, Toulouse, 2008 p.7/30

16 Linear operator A : H V H and V finite dimensional Hilbert spaces. A H,V = max u 0 Au V u H = V 1/2 AH 1/2 2 Sparse Days,CERFACS, Toulouse, 2008 p.7/30

17 Linear operator A : H V H and V finite dimensional Hilbert spaces. A H,V = max u 0 Au V u H = V 1/2 AH 1/2 2 The result follows from the generalized eigenvalue problem in IR N A T VAu = λhu Sparse Days,CERFACS, Toulouse, 2008 p.7/30

18 Linear operator A : H V H and V finite dimensional Hilbert spaces. A H,V = max u 0 Au V u H = V 1/2 AH 1/2 2 The result follows from the generalized eigenvalue problem in IR N A T VAu = λhu κ H (M) = M H,H 1 M 1 H 1,H. Sparse Days,CERFACS, Toulouse, 2008 p.7/30

19 Linear operator A : H V H and V finite dimensional Hilbert spaces. A H,V = max u 0 Au V u H = V 1/2 AH 1/2 2 The result follows from the generalized eigenvalue problem in IR N A T VAu = λhu κ H (M) = M H,H 1 M 1 H 1,H. The interesting case is κ H (M) independent of N Sparse Days,CERFACS, Toulouse, 2008 p.7/30

20 Interpolation spaces H M = (IR N,(u,v) H = u T Hv) = (IR N,(u,v) M = u T Mv) (u,v) H = (u,sv) M = (Su,v) M S = M 1 H S self-adjoint in the good scalar product! { } Sx = µx Hx = µmx µ = δ 2 > 0 W s.t. M = W T W, H = W T 2 W, diagonal Sparse Days,CERFACS, Toulouse, 2008 p.8/30

21 Interpolation spaces H M = (IR N,(u,v) H = u T Hv) = (IR N,(u,v) M = u T Mv) (u,v) H = (u,sv) M = (Su,v) M S = M 1 H S self-adjoint in the good scalar product! { } Sx = µx Hx = µmx µ = δ 2 > 0 W s.t. M = W T W, H = W T 2 W, diagonal 0 Sparse Days,CERFACS, Toulouse, 2008 p.8/30

22 Interpolation spaces H M = (IR N,(u,v) H = u T Hv) = (IR N,(u,v) M = u T Mv) (u,v) H = (u,sv) M = (Su,v) M S = M 1 H S self-adjoint in the good scalar product! { } Sx = µx Hx = µmx µ = δ 2 > 0 W s.t. M = W T W, H = W T 2 W, diagonal 0 Sparse Days,CERFACS, Toulouse, 2008 p.8/30

23 Interpolation spaces Λ = W 1 W Λ 1/2 = W 1 1/2 W S = M 1 H = W 1 W T W T 2 W = W 1 WW 1 W = Λ 2 MΛ = W T WW 1 W T W T W = Λ T M (u,λv) M = (Λu,v) M (Λ 1/2 u,λ 1/2 u) M = (u,λu) M Sparse Days,CERFACS, Toulouse, 2008 p.9/30

24 Interpolation spaces [ { ) 1/2 } H, M ]ϑ = u IR N ; ((u,u) M + (u,s 1 ϑ u) M Sparse Days,CERFACS, Toulouse, 2008 p.10/30

25 Interpolation spaces [ { ) 1/2 } H, M ]ϑ = u IR N ; ((u,u) M + (u,s 1 ϑ u) M [ { ) 1/2 } H, M ]1/2 = u IR N ; ((u,u) M + (u,λu) M Sparse Days,CERFACS, Toulouse, 2008 p.10/30

26 Interpolation spaces [ { ) 1/2 } H, M ]ϑ = u IR N ; ((u,u) M + (u,s 1 ϑ u) M [ { ) 1/2 } H, M ]1/2 = u IR N ; ((u,u) M + (u,λu) M v 2 ϑ = v 2 H ϑ = v T( M + MS 1 ϑ) v ( H ϑ = M I + S 1 ϑ) = W T( I + 2(1 ϑ)) W Sparse Days,CERFACS, Toulouse, 2008 p.10/30

27 Interpolation spaces (duality) M and H dual spaces of M and H [ ] [ H, M ϑ = M, H ] 1 ϑ S = MH 1 = W T 2 W T Sparse Days,CERFACS, Toulouse, 2008 p.11/30

28 Interpolation spaces (duality) M and H dual spaces of M and H [ ] [ H, M ϑ = M, H ] 1 ϑ S = MH 1 = W T 2 W T H 1 ϑ = H 1 1 ϑ = W 1 2ϑ W T Sparse Days,CERFACS, Toulouse, 2008 p.11/30

29 Interpolation spaces ( dimension case) X, Y two Hilbert spaces with X Y, X dense and continuously embedded in Y., X,, Y and X, Y the respective norms. (Riesz representation theory) J : X Y positive and self-adjoint with respect to, Y such that u,v X = u, J v Y. E = J 1/2 : X Y, X = D(E) with u X u E := ( u 2 Y + Eu 2 Y ) 1/2. u θ := ( u 2 Y + E1 θ u 2 Y ) 1/2. The interpolation space of index θ [X,Y ] θ := D(E 1 θ ), 0 θ 1, with the inner-product u,v θ = u,v Y + u, E 1 θ v is a Hilbert Y space (Lions Magenes 1968). [X,Y ] 0 = X and [X,Y ] 1 = Y. If 0 < θ 1 < θ 2 < 1 then X [X,Y ] θ1 [X,Y ] θ2 Y. Sparse Days,CERFACS, Toulouse, 2008 p.12/30

30 Interpolation Theorem Let X,Y Hilbert spaces X Y with X dense in Y, and with inclusion compact and continuous. Let X, Y satisfy similar properties. Let π L(X; X) L(Y ; Y). Then for all θ (0,1), π L([X,Y ] θ ;[X, Y] θ ). Sparse Days,CERFACS, Toulouse, 2008 p.13/30

31 Interpolation Theorem Let X,Y Hilbert spaces X Y with X dense in Y, and with inclusion compact and continuous. Let X, Y satisfy similar properties. Let π L(X; X) L(Y ; Y). Then for all θ (0,1), π L([X,Y ] θ ;[X, Y] θ ). Let X X h and Y Y h finite-dimensional spaces i h : L(X h ;X) L(Y h ;Y ) the continuous injection operator i h L([X h,y h ] θ ;[X,Y ] θ ). Sparse Days,CERFACS, Toulouse, 2008 p.13/30

32 Interpolation Theorem Let X,Y Hilbert spaces X Y with X dense in Y, and with inclusion compact and continuous. Let X, Y satisfy similar properties. Let π L(X; X) L(Y ; Y). Then for all θ (0,1), π L([X,Y ] θ ;[X, Y] θ ). u h [X h,y h ] θ, i h u h θ = u h θ C 1 u h θ,h. Sparse Days,CERFACS, Toulouse, 2008 p.13/30

33 Interpolation Theorem Let X,Y Hilbert spaces X Y with X dense in Y, and with inclusion compact and continuous. Let X, Y satisfy similar properties. Let π L(X; X) L(Y ; Y). Then for all θ (0,1), π L([X,Y ] θ ;[X, Y] θ ). u h [X h,y h ] θ, i h u h θ = u h θ C 1 u h θ,h. Assume now that there exists an interpolation operator I h such that I h : L(X;X h ) L(Y ;Y h ) and I h u = u h for all u h X h. I h L([X,Y ] θ ;[X h,y h ] θ ) Sparse Days,CERFACS, Toulouse, 2008 p.13/30

34 Interpolation Theorem Let X,Y Hilbert spaces X Y with X dense in Y, and with inclusion compact and continuous. Let X, Y satisfy similar properties. Let π L(X; X) L(Y ; Y). Then for all θ (0,1), π L([X,Y ] θ ;[X, Y] θ ). u h [X h,y h ] θ, i h u h θ = u h θ C 1 u h θ,h. u [X,Y ] θ, I h u θ,h C 2 u θ. Sparse Days,CERFACS, Toulouse, 2008 p.13/30

35 Interpolation Theorem Let X,Y Hilbert spaces X Y with X dense in Y, and with inclusion compact and continuous. Let X, Y satisfy similar properties. Let π L(X; X) L(Y ; Y). Then for all θ (0,1), π L([X,Y ] θ ;[X, Y] θ ). u h [X h,y h ] θ, i h u h θ = u h θ C 1 u h θ,h. u [X,Y ] θ, I h u θ,h C 2 u θ. Since [X h,y h ] θ [X,Y ] θ 1 C 1 u h θ u h θ,h C 2 u h θ. Sparse Days,CERFACS, Toulouse, 2008 p.13/30

36 Interpolation spaces ( dimension case) Ω R n open bounded with smooth boundary Γ and let α denote a multi-index of order m where m is a positive integer H m (Ω) = { u : D α u L 2 (Ω), α m } (H 0 (Ω) = L 2 (Ω)) H s (Ω) := [H m (Ω),H 0 (Ω)] 1 s/m H0 s(ω) completion of C 0 (Ω) in Hm (Ω), where s > 0. For 0 s 2 < s 1, { [H s 1 0 (Ω),Hs 2 0 (Ω)] θ = H (1 θ)s 1+θs 2 0 (Ω) if (1 θ)s 1 + θs 2 k + 1/2 ( [H s 1 0 (Ω),Hs 2 0 (Ω)] θ = Hk+1/2 00 (Ω) H k+1/2 0 if (1 θ)s 1 + θs 2 = k + 1/2 ( If (1 θ)s 1 + θs 2 = 1/2 H s (Ω) = (H s 0(Ω)) s > 0 [H s 1 (Ω),H s 2 (Ω)] θ = ( H 1/2 00 (Ω) ). Sparse Days,CERFACS, Toulouse, 2008 p.14/30

37 Finite-element example H 1/2 00 (Ω) = [H1 0(Ω),L 2 (Ω)] 1/2. Let X h H 1 0 (Ω),Y h L 2 (Ω). Let {φ i } 1 i n X h be a spanning set for Y h and let L k R n n denote the Grammian matrices corresponding to the, H k 0 (Ω) -inner product (H0 (Ω) = L 2 (Ω)): H = L 1, M = L 0 and (L k ) ij = φ i,φ j H k 0 (Ω). H 1/2,h = L 0 ( I + (L 1 0 L 1) 1/2) Moreover, we have ( ) 1/2 H 1/2,h H 1/2 = L 0 L 1 0 L 1 Sparse Days,CERFACS, Toulouse, 2008 p.15/30

38 Finite-element example ( H 1/2 00 (Ω) ) = [H (1) (Ω),H 0 (Ω)] 1/2 = ( [H 1 0(Ω),H 0 0(Ω)] 1/2 ). Let X h,y h be defined as above. Let Y h X h = span {ψ i} 1 i n where ψ i are basis functions dual to φ i, i.e., ψ i,φ j H 1 (Ω) H 1 0(Ω) = δ ij. n If Y h z = z i ψ i = i=1 n w i φ i, φ l = i=1 n K li ψ i i=1 δ ij = ψ i,φ j H 1 (Ω) H 1 0(Ω) = n i=1 K 1 il φ l,φ j H 1 0 (Ω) = n i=1 K 1 il (L 1 ) lj so that z = L 0 w and z H Y = w L 1, z 0 H X = w L0 L 1 1 L 0 and the matrix representation of H Y,H X are respectively L 0 and L 0 L 1 1 L 0. H 1/2 = L 0(L 1 0 L 1) 1/2 = H 1/2. Sparse Days,CERFACS, Toulouse, 2008 p.16/30

39 Evaluation of H θ z Generalised Lanczos H X V k = H Y V k T k + β k+1 H y v k+1 e T k, V k TH Y V k = I k (T k tridiagonal). Sparse Days,CERFACS, Toulouse, 2008 p.17/30

40 Evaluation of H θ z Generalised Lanczos H X V k = H Y V k T k + β k+1 H y v k+1 e T k, V k TH Y V k = I k (T k tridiagonal). v 0 = z H θ z H Y V k T 1 θ k e 1 z HY and H θ,h z H Y V k (I k + T 1 θ k )e 1 z HY. Sparse Days,CERFACS, Toulouse, 2008 p.17/30

41 Evaluation of H θ z Generalised Lanczos H X V k = H Y V k T k + β k+1 H y v k+1 e T k, V k TH Y V k = I k (T k tridiagonal). v 0 = z H θ z H Y V k T 1 θ k e 1 z HY and H θ,h z H Y V k (I k + T 1 θ k )e 1 z HY. v 0 = H 1 H 1 θ H 1 Y z z V k T θ 1 k θ,h z V k(i k + T 1 θ k e 1 z H 1 Y and ) 1 e 1 z H 1 Y. Sparse Days,CERFACS, Toulouse, 2008 p.17/30

42 Evaluation of H θ z Generalised Lanczos H X V k = H Y V k T k + β k+1 H y v k+1 e T k, V k TH Y V k = I k (T k tridiagonal). v 0 = z H θ z H Y V k T 1 θ k e 1 z HY and H θ,h z H Y V k (I k + T 1 θ k )e 1 z HY. v 0 = H 1 H 1 θ H 1 Y z z V k T θ 1 k θ,h z V k(i k + T 1 θ k e 1 z H 1 Y and ) 1 e 1 z H 1 Y Alternative: N. Hale, and N. J. Higham and L. N. Trefethen, SIAM J. Numer. Anal.. Sparse Days,CERFACS, Toulouse, 2008 p.17/30

43 Preconditioners for the Steklov-Poincaré operator Let Ω be an open subset of R d with boundary Ω and consider the model problem { u = f in Ω, u = 0 on Ω. Given a partition of Ω into two subdomains Ω Ω 1 Ω 2 with common boundary Γ this problem can be equivalently written as { { u 1 = f in Ω 1, u 2 = f in Ω 2, u 1 = 0 on Ω 1 \ Γ, u 2 = 0 on Ω 2 \ Γ, with the interface conditions { u 1 = u 2 u 1 n 1 = u 2 n 2 on Γ Sparse Days,CERFACS, Toulouse, 2008 p.18/30

44 Preconditioners for the Steklov-Poincaré operator Given λ 1,λ 2 H 1/2 00 (Γ), ψ 1,ψ 2 denote the harmonic extensions of λ 1,λ 2 respectively into Ω 1,Ω 2, i.e., for i = 1,2, ψ i satisfy ψ i = 0 in Ω i, ψ i = λ i on Γ, ψ i = 0 on Ω i \ Γ. The Steklov-Poincaré operator S : H 1/2 00 (Γ) H 1/2 (Γ) Sλ 1,λ 2 H 1/2 (Γ) = ψ 1, ψ 2 L2 (Ω) =: s(λ 1,λ 2 ). c 1 λ 2 H 1/2 (Γ) s(λ,λ) c 2 λ 2 H 1/2 (Γ). Sparse Days,CERFACS, Toulouse, 2008 p.19/30

45 Preconditioners for the Steklov-Poincaré operator (i) (ii) (iii) { { { The resulting solution is u {1} i = f in Ω i, u {1} i = 0 on Ω i, Sλ = u{1} 1 u{1} 2 on Γ, n 1 n 2 u {2} i = 0 in Ω i, u {2} i = λ on Ω i. u Ωi = u {1} i + u {2} i. Sparse Days,CERFACS, Toulouse, 2008 p.20/30

46 An other problem { ν u + b u = f in Ω, u = 0 on Ω. Sparse Days,CERFACS, Toulouse, 2008 p.21/30

47 Discrete Formulation V h = V h,r := { w C 0 (Ω) : w t P k t T h } H 1 (Ω) be a finite-dimensional space of piecewise polynomial functions defined on some subdivision T h of Ω into simplices t of maximum diameter h. Let further VI h,v B h V h satisfy VI h VB H V h where VI h = { w V h : w Ω = 0 }. Let X h H0 1 (Γ) denote the space spanned by the restriction of the basis functions of VI h to the internal boundary Γ. Sparse Days,CERFACS, Toulouse, 2008 p.22/30

48 Discrete Formulation (i) A II,i u {1} i = f I,i, (ii) Su B = f B A T IB,1 u{1} 1 A T IB,2 u{2} 2, (iii) A II,i u {2} i = A T IB,1 u B A T IB,2 u B, where S is the Schur complement corresponding to the boundary nodes S = S 1 + S 2, S i = A BB,i A T IB,iA 1 II,i A IB,i. The resulting solution is (u I,1, u I,2, u B ) where u I,i = u {1} i + u {2} i. Sparse Days,CERFACS, Toulouse, 2008 p.23/30

49 H 1/2 00 -preconditioners Let X h = span {φ i,1 i m} be defined as above and let (L k ) ij = φ i,φ j H k 0 (Γ) for k = 0,1. Let Then for all λ R m \ {0} H 1/2 := L 0 (L 1 0 L 1) 1/2. κ 1 λt Sλ λ T H 1/2 λ κ 2 with κ 1,κ 2 independent of h. Sparse Days,CERFACS, Toulouse, 2008 p.24/30

50 Discrete DD P = ( A II A IB 0 P S with A II = νl II + N II where L II is the direct sum of Laplacians assembled on each subdomain and N II is the direct sum of the convection operator b assembled also on each subdomain. ) Sparse Days,CERFACS, Toulouse, 2008 p.25/30

51 Numerical results: Poisson equatione Linear Quadratic #dom n m H 1/2,h H 1/2 H1/2 b H 1/2,h H 1/2 H1/2 b 45, , , , , , , , ,050,625 14, FGMRES iterations for model problem. Sparse Days,CERFACS, Toulouse, 2008 p.26/30

52 An other problem Linear Quadratic #dom n m ν = 1 ν = 0.1 ν = 0.01 ν = 1 ν = 0.1 ν = , , , , , , , , ,050,625 14, FGMRES iterations for 2nd model problem Sparse Days,CERFACS, Toulouse, 2008 p.27/30

53 Exotic domains QUANTUM graphs (metric graph) Sparse Days,CERFACS, Toulouse, 2008 p.28/30

54 Exotic domains QUANTUM graphs (metric graph) 2-D simplex Sparse Days,CERFACS, Toulouse, 2008 p.28/30

55 Exotic domains QUANTUM graphs (metric graph) 2-D simplex Same theory with Laplace-Beltrami operator Sparse Days,CERFACS, Toulouse, 2008 p.28/30

56 Green functions on wirebasket Steklov-Poincaré Green function Sparse Days,CERFACS, Toulouse, 2008 p.29/30

57 Green functions on wirebasket Steklov-Poincaré Green function Neumann-Neumann Green function Sparse Days,CERFACS, Toulouse, 2008 p.29/30

58 Green functions on wirebasket Steklov-Poincaré Green function H 1/2 Green function Sparse Days,CERFACS, Toulouse, 2008 p.29/30

59 Open problems Domain decomposition: preliminary results show total independence from mesh size Sparse Days,CERFACS, Toulouse, 2008 p.30/30

60 Open problems Domain decomposition: preliminary results show total independence from mesh size Strange domains: 1D simplex (wirebasket) and QUANTUM GRAPH Sparse Days,CERFACS, Toulouse, 2008 p.30/30

61 Open problems Domain decomposition: preliminary results show total independence from mesh size Strange domains: 1D simplex (wirebasket) and QUANTUM GRAPH 3D PDEs Sparse Days,CERFACS, Toulouse, 2008 p.30/30

62 Open problems Domain decomposition: preliminary results show total independence from mesh size Strange domains: 1D simplex (wirebasket) and QUANTUM GRAPH 3D PDEs Utilization in Image Denoising Sparse Days,CERFACS, Toulouse, 2008 p.30/30

63 Open problems Domain decomposition: preliminary results show total independence from mesh size Strange domains: 1D simplex (wirebasket) and QUANTUM GRAPH 3D PDEs Utilization in Image Denoising H s s > 1 Sparse Days,CERFACS, Toulouse, 2008 p.30/30

64 Open problems Domain decomposition: preliminary results show total independence from mesh size Strange domains: 1D simplex (wirebasket) and QUANTUM GRAPH 3D PDEs Utilization in Image Denoising H s s > 1 Generalization to Banach spaces (K-method Peetre) Sparse Days,CERFACS, Toulouse, 2008 p.30/30

65 Open problems Domain decomposition: preliminary results show total independence from mesh size Strange domains: 1D simplex (wirebasket) and QUANTUM GRAPH 3D PDEs Utilization in Image Denoising H s s > 1 Generalization to Banach spaces (K-method Peetre) For which class of matrices the Schur complement is spectrally equivalent to an algebraic interpolation space matrix Sparse Days,CERFACS, Toulouse, 2008 p.30/30

Lecture on: Numerical sparse linear algebra and interpolation spaces. June 3, 2014

Lecture on: Numerical sparse linear algebra and interpolation spaces. June 3, 2014 Lecture on: Numerical sparse linear algebra and interpolation spaces June 3, 2014 Finite dimensional Hilbert spaces and IR N 2 / 38 (, ) : H H IR scalar product and u H = (u, u) u H norm. Finite dimensional

More information

Definition and basic properties of heat kernels I, An introduction

Definition and basic properties of heat kernels I, An introduction Definition and basic properties of heat kernels I, An introduction Zhiqin Lu, Department of Mathematics, UC Irvine, Irvine CA 92697 April 23, 2010 In this lecture, we will answer the following questions:

More information

Constraint interface preconditioning for the incompressible Stokes equations Loghin, Daniel

Constraint interface preconditioning for the incompressible Stokes equations Loghin, Daniel Constraint interface preconditioning for the incompressible Stokes equations Loghin, Daniel DOI: 10.1137/16M1085437 License: Other (please specify with Rights Statement) Document Version Publisher's PDF,

More information

2.3 Variational form of boundary value problems

2.3 Variational form of boundary value problems 2.3. VARIATIONAL FORM OF BOUNDARY VALUE PROBLEMS 21 2.3 Variational form of boundary value problems Let X be a separable Hilbert space with an inner product (, ) and norm. We identify X with its dual X.

More information

A Balancing Algorithm for Mortar Methods

A Balancing Algorithm for Mortar Methods A Balancing Algorithm for Mortar Methods Dan Stefanica Baruch College, City University of New York, NY 11, USA Dan Stefanica@baruch.cuny.edu Summary. The balancing methods are hybrid nonoverlapping Schwarz

More information

Domain Decomposition Algorithms for an Indefinite Hypersingular Integral Equation in Three Dimensions

Domain Decomposition Algorithms for an Indefinite Hypersingular Integral Equation in Three Dimensions Domain Decomposition Algorithms for an Indefinite Hypersingular Integral Equation in Three Dimensions Ernst P. Stephan 1, Matthias Maischak 2, and Thanh Tran 3 1 Institut für Angewandte Mathematik, Leibniz

More information

Mathematical foundations - linear algebra

Mathematical foundations - linear algebra Mathematical foundations - linear algebra Andrea Passerini passerini@disi.unitn.it Machine Learning Vector space Definition (over reals) A set X is called a vector space over IR if addition and scalar

More information

The Dirichlet-to-Neumann operator

The Dirichlet-to-Neumann operator Lecture 8 The Dirichlet-to-Neumann operator The Dirichlet-to-Neumann operator plays an important role in the theory of inverse problems. In fact, from measurements of electrical currents at the surface

More information

LINEAR ALGEBRA BOOT CAMP WEEK 4: THE SPECTRAL THEOREM

LINEAR ALGEBRA BOOT CAMP WEEK 4: THE SPECTRAL THEOREM LINEAR ALGEBRA BOOT CAMP WEEK 4: THE SPECTRAL THEOREM Unless otherwise stated, all vector spaces in this worksheet are finite dimensional and the scalar field F is R or C. Definition 1. A linear operator

More information

Domain Decomposition Preconditioners for Spectral Nédélec Elements in Two and Three Dimensions

Domain Decomposition Preconditioners for Spectral Nédélec Elements in Two and Three Dimensions Domain Decomposition Preconditioners for Spectral Nédélec Elements in Two and Three Dimensions Bernhard Hientzsch Courant Institute of Mathematical Sciences, New York University, 51 Mercer Street, New

More information

Iterative Methods for Linear Systems

Iterative Methods for Linear Systems Iterative Methods for Linear Systems 1. Introduction: Direct solvers versus iterative solvers In many applications we have to solve a linear system Ax = b with A R n n and b R n given. If n is large the

More information

Construction of a New Domain Decomposition Method for the Stokes Equations

Construction of a New Domain Decomposition Method for the Stokes Equations Construction of a New Domain Decomposition Method for the Stokes Equations Frédéric Nataf 1 and Gerd Rapin 2 1 CMAP, CNRS; UMR7641, Ecole Polytechnique, 91128 Palaiseau Cedex, France 2 Math. Dep., NAM,

More information

On Nonlinear Dirichlet Neumann Algorithms for Jumping Nonlinearities

On Nonlinear Dirichlet Neumann Algorithms for Jumping Nonlinearities On Nonlinear Dirichlet Neumann Algorithms for Jumping Nonlinearities Heiko Berninger, Ralf Kornhuber, and Oliver Sander FU Berlin, FB Mathematik und Informatik (http://www.math.fu-berlin.de/rd/we-02/numerik/)

More information

Second Order Elliptic PDE

Second Order Elliptic PDE Second Order Elliptic PDE T. Muthukumar tmk@iitk.ac.in December 16, 2014 Contents 1 A Quick Introduction to PDE 1 2 Classification of Second Order PDE 3 3 Linear Second Order Elliptic Operators 4 4 Periodic

More information

MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators.

MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators. MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators. Adjoint operator and adjoint matrix Given a linear operator L on an inner product space V, the adjoint of L is a transformation

More information

Scientific Computing WS 2018/2019. Lecture 15. Jürgen Fuhrmann Lecture 15 Slide 1

Scientific Computing WS 2018/2019. Lecture 15. Jürgen Fuhrmann Lecture 15 Slide 1 Scientific Computing WS 2018/2019 Lecture 15 Jürgen Fuhrmann juergen.fuhrmann@wias-berlin.de Lecture 15 Slide 1 Lecture 15 Slide 2 Problems with strong formulation Writing the PDE with divergence and gradient

More information

Chapter Two: Numerical Methods for Elliptic PDEs. 1 Finite Difference Methods for Elliptic PDEs

Chapter Two: Numerical Methods for Elliptic PDEs. 1 Finite Difference Methods for Elliptic PDEs Chapter Two: Numerical Methods for Elliptic PDEs Finite Difference Methods for Elliptic PDEs.. Finite difference scheme. We consider a simple example u := subject to Dirichlet boundary conditions ( ) u

More information

Solving Symmetric Indefinite Systems with Symmetric Positive Definite Preconditioners

Solving Symmetric Indefinite Systems with Symmetric Positive Definite Preconditioners Solving Symmetric Indefinite Systems with Symmetric Positive Definite Preconditioners Eugene Vecharynski 1 Andrew Knyazev 2 1 Department of Computer Science and Engineering University of Minnesota 2 Department

More information

Tutorials in Optimization. Richard Socher

Tutorials in Optimization. Richard Socher Tutorials in Optimization Richard Socher July 20, 2008 CONTENTS 1 Contents 1 Linear Algebra: Bilinear Form - A Simple Optimization Problem 2 1.1 Definitions........................................ 2 1.2

More information

A Review of Preconditioning Techniques for Steady Incompressible Flow

A Review of Preconditioning Techniques for Steady Incompressible Flow Zeist 2009 p. 1/43 A Review of Preconditioning Techniques for Steady Incompressible Flow David Silvester School of Mathematics University of Manchester Zeist 2009 p. 2/43 PDEs Review : 1984 2005 Update

More information

A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems

A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems A Robust Preconditioner for the Hessian System in Elliptic Optimal Control Problems Etereldes Gonçalves 1, Tarek P. Mathew 1, Markus Sarkis 1,2, and Christian E. Schaerer 1 1 Instituto de Matemática Pura

More information

Compact operators on Banach spaces

Compact operators on Banach spaces Compact operators on Banach spaces Jordan Bell jordan.bell@gmail.com Department of Mathematics, University of Toronto November 12, 2017 1 Introduction In this note I prove several things about compact

More information

Preface to the Second Edition. Preface to the First Edition

Preface to the Second Edition. Preface to the First Edition n page v Preface to the Second Edition Preface to the First Edition xiii xvii 1 Background in Linear Algebra 1 1.1 Matrices................................. 1 1.2 Square Matrices and Eigenvalues....................

More information

Chapter 7: Bounded Operators in Hilbert Spaces

Chapter 7: Bounded Operators in Hilbert Spaces Chapter 7: Bounded Operators in Hilbert Spaces I-Liang Chern Department of Applied Mathematics National Chiao Tung University and Department of Mathematics National Taiwan University Fall, 2013 1 / 84

More information

Multilevel and Adaptive Iterative Substructuring Methods. Jan Mandel University of Colorado Denver

Multilevel and Adaptive Iterative Substructuring Methods. Jan Mandel University of Colorado Denver Multilevel and Adaptive Iterative Substructuring Methods Jan Mandel University of Colorado Denver The multilevel BDDC method is joint work with Bedřich Sousedík, Czech Technical University, and Clark Dohrmann,

More information

A Balancing Algorithm for Mortar Methods

A Balancing Algorithm for Mortar Methods A Balancing Algorithm for Mortar Methods Dan Stefanica Baruch College, City University of New York, NY, USA. Dan_Stefanica@baruch.cuny.edu Summary. The balancing methods are hybrid nonoverlapping Schwarz

More information

Contents. Preface for the Instructor. Preface for the Student. xvii. Acknowledgments. 1 Vector Spaces 1 1.A R n and C n 2

Contents. Preface for the Instructor. Preface for the Student. xvii. Acknowledgments. 1 Vector Spaces 1 1.A R n and C n 2 Contents Preface for the Instructor xi Preface for the Student xv Acknowledgments xvii 1 Vector Spaces 1 1.A R n and C n 2 Complex Numbers 2 Lists 5 F n 6 Digression on Fields 10 Exercises 1.A 11 1.B Definition

More information

Uniform inf-sup condition for the Brinkman problem in highly heterogeneous media

Uniform inf-sup condition for the Brinkman problem in highly heterogeneous media Uniform inf-sup condition for the Brinkman problem in highly heterogeneous media Raytcho Lazarov & Aziz Takhirov Texas A&M May 3-4, 2016 R. Lazarov & A.T. (Texas A&M) Brinkman May 3-4, 2016 1 / 30 Outline

More information

Algebra C Numerical Linear Algebra Sample Exam Problems

Algebra C Numerical Linear Algebra Sample Exam Problems Algebra C Numerical Linear Algebra Sample Exam Problems Notation. Denote by V a finite-dimensional Hilbert space with inner product (, ) and corresponding norm. The abbreviation SPD is used for symmetric

More information

Finite difference method for elliptic problems: I

Finite difference method for elliptic problems: I Finite difference method for elliptic problems: I Praveen. C praveen@math.tifrbng.res.in Tata Institute of Fundamental Research Center for Applicable Mathematics Bangalore 560065 http://math.tifrbng.res.in/~praveen

More information

Five Mini-Courses on Analysis

Five Mini-Courses on Analysis Christopher Heil Five Mini-Courses on Analysis Metrics, Norms, Inner Products, and Topology Lebesgue Measure and Integral Operator Theory and Functional Analysis Borel and Radon Measures Topological Vector

More information

Multispace and Multilevel BDDC. Jan Mandel University of Colorado at Denver and Health Sciences Center

Multispace and Multilevel BDDC. Jan Mandel University of Colorado at Denver and Health Sciences Center Multispace and Multilevel BDDC Jan Mandel University of Colorado at Denver and Health Sciences Center Based on joint work with Bedřich Sousedík, UCDHSC and Czech Technical University, and Clark R. Dohrmann,

More information

Elementary linear algebra

Elementary linear algebra Chapter 1 Elementary linear algebra 1.1 Vector spaces Vector spaces owe their importance to the fact that so many models arising in the solutions of specific problems turn out to be vector spaces. The

More information

1 Math 241A-B Homework Problem List for F2015 and W2016

1 Math 241A-B Homework Problem List for F2015 and W2016 1 Math 241A-B Homework Problem List for F2015 W2016 1.1 Homework 1. Due Wednesday, October 7, 2015 Notation 1.1 Let U be any set, g be a positive function on U, Y be a normed space. For any f : U Y let

More information

INF-SUP CONDITION FOR OPERATOR EQUATIONS

INF-SUP CONDITION FOR OPERATOR EQUATIONS INF-SUP CONDITION FOR OPERATOR EQUATIONS LONG CHEN We study the well-posedness of the operator equation (1) T u = f. where T is a linear and bounded operator between two linear vector spaces. We give equivalent

More information

MATHEMATICS. Course Syllabus. Section A: Linear Algebra. Subject Code: MA. Course Structure. Ordinary Differential Equations

MATHEMATICS. Course Syllabus. Section A: Linear Algebra. Subject Code: MA. Course Structure. Ordinary Differential Equations MATHEMATICS Subject Code: MA Course Structure Sections/Units Section A Section B Section C Linear Algebra Complex Analysis Real Analysis Topics Section D Section E Section F Section G Section H Section

More information

A Chebyshev-based two-stage iterative method as an alternative to the direct solution of linear systems

A Chebyshev-based two-stage iterative method as an alternative to the direct solution of linear systems A Chebyshev-based two-stage iterative method as an alternative to the direct solution of linear systems Mario Arioli m.arioli@rl.ac.uk CCLRC-Rutherford Appleton Laboratory with Daniel Ruiz (E.N.S.E.E.I.H.T)

More information

Scientific Computing WS 2017/2018. Lecture 18. Jürgen Fuhrmann Lecture 18 Slide 1

Scientific Computing WS 2017/2018. Lecture 18. Jürgen Fuhrmann Lecture 18 Slide 1 Scientific Computing WS 2017/2018 Lecture 18 Jürgen Fuhrmann juergen.fuhrmann@wias-berlin.de Lecture 18 Slide 1 Lecture 18 Slide 2 Weak formulation of homogeneous Dirichlet problem Search u H0 1 (Ω) (here,

More information

The following definition is fundamental.

The following definition is fundamental. 1. Some Basics from Linear Algebra With these notes, I will try and clarify certain topics that I only quickly mention in class. First and foremost, I will assume that you are familiar with many basic

More information

Boundary Value Problems and Iterative Methods for Linear Systems

Boundary Value Problems and Iterative Methods for Linear Systems Boundary Value Problems and Iterative Methods for Linear Systems 1. Equilibrium Problems 1.1. Abstract setting We want to find a displacement u V. Here V is a complete vector space with a norm v V. In

More information

Adaptive Coarse Space Selection in BDDC and FETI-DP Iterative Substructuring Methods: Towards Fast and Robust Solvers

Adaptive Coarse Space Selection in BDDC and FETI-DP Iterative Substructuring Methods: Towards Fast and Robust Solvers Adaptive Coarse Space Selection in BDDC and FETI-DP Iterative Substructuring Methods: Towards Fast and Robust Solvers Jan Mandel University of Colorado at Denver Bedřich Sousedík Czech Technical University

More information

Analysis Preliminary Exam Workshop: Hilbert Spaces

Analysis Preliminary Exam Workshop: Hilbert Spaces Analysis Preliminary Exam Workshop: Hilbert Spaces 1. Hilbert spaces A Hilbert space H is a complete real or complex inner product space. Consider complex Hilbert spaces for definiteness. If (, ) : H H

More information

A brief introduction to finite element methods

A brief introduction to finite element methods CHAPTER A brief introduction to finite element methods 1. Two-point boundary value problem and the variational formulation 1.1. The model problem. Consider the two-point boundary value problem: Given a

More information

Functional Analysis Review

Functional Analysis Review Outline 9.520: Statistical Learning Theory and Applications February 8, 2010 Outline 1 2 3 4 Vector Space Outline A vector space is a set V with binary operations +: V V V and : R V V such that for all

More information

INTRODUCTION TO FINITE ELEMENT METHODS

INTRODUCTION TO FINITE ELEMENT METHODS INTRODUCTION TO FINITE ELEMENT METHODS LONG CHEN Finite element methods are based on the variational formulation of partial differential equations which only need to compute the gradient of a function.

More information

Recitation 1 (Sep. 15, 2017)

Recitation 1 (Sep. 15, 2017) Lecture 1 8.321 Quantum Theory I, Fall 2017 1 Recitation 1 (Sep. 15, 2017) 1.1 Simultaneous Diagonalization In the last lecture, we discussed the situations in which two operators can be simultaneously

More information

Juan Vicente Gutiérrez Santacreu Rafael Rodríguez Galván. Departamento de Matemática Aplicada I Universidad de Sevilla

Juan Vicente Gutiérrez Santacreu Rafael Rodríguez Galván. Departamento de Matemática Aplicada I Universidad de Sevilla Doc-Course: Partial Differential Equations: Analysis, Numerics and Control Research Unit 3: Numerical Methods for PDEs Part I: Finite Element Method: Elliptic and Parabolic Equations Juan Vicente Gutiérrez

More information

SPECTRAL PROPERTIES OF THE LAPLACIAN ON BOUNDED DOMAINS

SPECTRAL PROPERTIES OF THE LAPLACIAN ON BOUNDED DOMAINS SPECTRAL PROPERTIES OF THE LAPLACIAN ON BOUNDED DOMAINS TSOGTGEREL GANTUMUR Abstract. After establishing discrete spectra for a large class of elliptic operators, we present some fundamental spectral properties

More information

Optimal Interface Conditions for an Arbitrary Decomposition into Subdomains

Optimal Interface Conditions for an Arbitrary Decomposition into Subdomains Optimal Interface Conditions for an Arbitrary Decomposition into Subdomains Martin J. Gander and Felix Kwok Section de mathématiques, Université de Genève, Geneva CH-1211, Switzerland, Martin.Gander@unige.ch;

More information

The All-floating BETI Method: Numerical Results

The All-floating BETI Method: Numerical Results The All-floating BETI Method: Numerical Results Günther Of Institute of Computational Mathematics, Graz University of Technology, Steyrergasse 30, A-8010 Graz, Austria, of@tugraz.at Summary. The all-floating

More information

Intertibility and spectrum of the multiplication operator on the space of square-summable sequences

Intertibility and spectrum of the multiplication operator on the space of square-summable sequences Intertibility and spectrum of the multiplication operator on the space of square-summable sequences Objectives Establish an invertibility criterion and calculate the spectrum of the multiplication operator

More information

Construction of wavelets. Rob Stevenson Korteweg-de Vries Institute for Mathematics University of Amsterdam

Construction of wavelets. Rob Stevenson Korteweg-de Vries Institute for Mathematics University of Amsterdam Construction of wavelets Rob Stevenson Korteweg-de Vries Institute for Mathematics University of Amsterdam Contents Stability of biorthogonal wavelets. Examples on IR, (0, 1), and (0, 1) n. General domains

More information

CHAPTER VIII HILBERT SPACES

CHAPTER VIII HILBERT SPACES CHAPTER VIII HILBERT SPACES DEFINITION Let X and Y be two complex vector spaces. A map T : X Y is called a conjugate-linear transformation if it is a reallinear transformation from X into Y, and if T (λx)

More information

A CAUCHY PROBLEM OF SINE-GORDON EQUATIONS WITH NON-HOMOGENEOUS DIRICHLET BOUNDARY CONDITIONS 1. INTRODUCTION

A CAUCHY PROBLEM OF SINE-GORDON EQUATIONS WITH NON-HOMOGENEOUS DIRICHLET BOUNDARY CONDITIONS 1. INTRODUCTION Trends in Mathematics Information Center for Mathematical Sciences Volume 4, Number 2, December 21, Pages 39 44 A CAUCHY PROBLEM OF SINE-GORDON EQUATIONS WITH NON-HOMOGENEOUS DIRICHLET BOUNDARY CONDITIONS

More information

Kasetsart University Workshop. Multigrid methods: An introduction

Kasetsart University Workshop. Multigrid methods: An introduction Kasetsart University Workshop Multigrid methods: An introduction Dr. Anand Pardhanani Mathematics Department Earlham College Richmond, Indiana USA pardhan@earlham.edu A copy of these slides is available

More information

A Brief Introduction to Functional Analysis

A Brief Introduction to Functional Analysis A Brief Introduction to Functional Analysis Sungwook Lee Department of Mathematics University of Southern Mississippi sunglee@usm.edu July 5, 2007 Definition 1. An algebra A is a vector space over C with

More information

LECTURE 1: SOURCES OF ERRORS MATHEMATICAL TOOLS A PRIORI ERROR ESTIMATES. Sergey Korotov,

LECTURE 1: SOURCES OF ERRORS MATHEMATICAL TOOLS A PRIORI ERROR ESTIMATES. Sergey Korotov, LECTURE 1: SOURCES OF ERRORS MATHEMATICAL TOOLS A PRIORI ERROR ESTIMATES Sergey Korotov, Institute of Mathematics Helsinki University of Technology, Finland Academy of Finland 1 Main Problem in Mathematical

More information

Kernel Method: Data Analysis with Positive Definite Kernels

Kernel Method: Data Analysis with Positive Definite Kernels Kernel Method: Data Analysis with Positive Definite Kernels 2. Positive Definite Kernel and Reproducing Kernel Hilbert Space Kenji Fukumizu The Institute of Statistical Mathematics. Graduate University

More information

Analysis in weighted spaces : preliminary version

Analysis in weighted spaces : preliminary version Analysis in weighted spaces : preliminary version Frank Pacard To cite this version: Frank Pacard. Analysis in weighted spaces : preliminary version. 3rd cycle. Téhéran (Iran, 2006, pp.75.

More information

Université de Metz. Master 2 Recherche de Mathématiques 2ème semestre. par Ralph Chill Laboratoire de Mathématiques et Applications de Metz

Université de Metz. Master 2 Recherche de Mathématiques 2ème semestre. par Ralph Chill Laboratoire de Mathématiques et Applications de Metz Université de Metz Master 2 Recherche de Mathématiques 2ème semestre Systèmes gradients par Ralph Chill Laboratoire de Mathématiques et Applications de Metz Année 26/7 1 Contents Chapter 1. Introduction

More information

AN INTRODUCTION TO DOMAIN DECOMPOSITION METHODS. Gérard MEURANT CEA

AN INTRODUCTION TO DOMAIN DECOMPOSITION METHODS. Gérard MEURANT CEA Marrakech Jan 2003 AN INTRODUCTION TO DOMAIN DECOMPOSITION METHODS Gérard MEURANT CEA Introduction Domain decomposition is a divide and conquer technique Natural framework to introduce parallelism in the

More information

Efficient Augmented Lagrangian-type Preconditioning for the Oseen Problem using Grad-Div Stabilization

Efficient Augmented Lagrangian-type Preconditioning for the Oseen Problem using Grad-Div Stabilization Efficient Augmented Lagrangian-type Preconditioning for the Oseen Problem using Grad-Div Stabilization Timo Heister, Texas A&M University 2013-02-28 SIAM CSE 2 Setting Stationary, incompressible flow problems

More information

Lecture Note III: Least-Squares Method

Lecture Note III: Least-Squares Method Lecture Note III: Least-Squares Method Zhiqiang Cai October 4, 004 In this chapter, we shall present least-squares methods for second-order scalar partial differential equations, elastic equations of solids,

More information

EE/ACM Applications of Convex Optimization in Signal Processing and Communications Lecture 2

EE/ACM Applications of Convex Optimization in Signal Processing and Communications Lecture 2 EE/ACM 150 - Applications of Convex Optimization in Signal Processing and Communications Lecture 2 Andre Tkacenko Signal Processing Research Group Jet Propulsion Laboratory April 5, 2012 Andre Tkacenko

More information

Geometric Multigrid Methods

Geometric Multigrid Methods Geometric Multigrid Methods Susanne C. Brenner Department of Mathematics and Center for Computation & Technology Louisiana State University IMA Tutorial: Fast Solution Techniques November 28, 2010 Ideas

More information

Some Geometric and Algebraic Aspects of Domain Decomposition Methods

Some Geometric and Algebraic Aspects of Domain Decomposition Methods Some Geometric and Algebraic Aspects of Domain Decomposition Methods D.S.Butyugin 1, Y.L.Gurieva 1, V.P.Ilin 1,2, and D.V.Perevozkin 1 Abstract Some geometric and algebraic aspects of various domain decomposition

More information

Optimal multilevel preconditioning of strongly anisotropic problems.part II: non-conforming FEM. p. 1/36

Optimal multilevel preconditioning of strongly anisotropic problems.part II: non-conforming FEM. p. 1/36 Optimal multilevel preconditioning of strongly anisotropic problems. Part II: non-conforming FEM. Svetozar Margenov margenov@parallel.bas.bg Institute for Parallel Processing, Bulgarian Academy of Sciences,

More information

FINITE-DIMENSIONAL LINEAR ALGEBRA

FINITE-DIMENSIONAL LINEAR ALGEBRA DISCRETE MATHEMATICS AND ITS APPLICATIONS Series Editor KENNETH H ROSEN FINITE-DIMENSIONAL LINEAR ALGEBRA Mark S Gockenbach Michigan Technological University Houghton, USA CRC Press Taylor & Francis Croup

More information

RIESZ BASES AND UNCONDITIONAL BASES

RIESZ BASES AND UNCONDITIONAL BASES In this paper we give a brief introduction to adjoint operators on Hilbert spaces and a characterization of the dual space of a Hilbert space. We then introduce the notion of a Riesz basis and give some

More information

Robust Domain Decomposition Preconditioners for Abstract Symmetric Positive Definite Bilinear Forms

Robust Domain Decomposition Preconditioners for Abstract Symmetric Positive Definite Bilinear Forms www.oeaw.ac.at Robust Domain Decomposition Preconditioners for Abstract Symmetric Positive Definite Bilinear Forms Y. Efendiev, J. Galvis, R. Lazarov, J. Willems RICAM-Report 2011-05 www.ricam.oeaw.ac.at

More information

A High-Order Galerkin Solver for the Poisson Problem on the Surface of the Cubed Sphere

A High-Order Galerkin Solver for the Poisson Problem on the Surface of the Cubed Sphere A High-Order Galerkin Solver for the Poisson Problem on the Surface of the Cubed Sphere Michael Levy University of Colorado at Boulder Department of Applied Mathematics August 10, 2007 Outline 1 Background

More information

Numerical Solution of Heat Equation by Spectral Method

Numerical Solution of Heat Equation by Spectral Method Applied Mathematical Sciences, Vol 8, 2014, no 8, 397-404 HIKARI Ltd, wwwm-hikaricom http://dxdoiorg/1012988/ams201439502 Numerical Solution of Heat Equation by Spectral Method Narayan Thapa Department

More information

Finite-dimensional spaces. C n is the space of n-tuples x = (x 1,..., x n ) of complex numbers. It is a Hilbert space with the inner product

Finite-dimensional spaces. C n is the space of n-tuples x = (x 1,..., x n ) of complex numbers. It is a Hilbert space with the inner product Chapter 4 Hilbert Spaces 4.1 Inner Product Spaces Inner Product Space. A complex vector space E is called an inner product space (or a pre-hilbert space, or a unitary space) if there is a mapping (, )

More information

The best generalised inverse of the linear operator in normed linear space

The best generalised inverse of the linear operator in normed linear space Linear Algebra and its Applications 420 (2007) 9 19 www.elsevier.com/locate/laa The best generalised inverse of the linear operator in normed linear space Ping Liu, Yu-wen Wang School of Mathematics and

More information

SPECTRAL THEOREM FOR SYMMETRIC OPERATORS WITH COMPACT RESOLVENT

SPECTRAL THEOREM FOR SYMMETRIC OPERATORS WITH COMPACT RESOLVENT SPECTRAL THEOREM FOR SYMMETRIC OPERATORS WITH COMPACT RESOLVENT Abstract. These are the letcure notes prepared for the workshop on Functional Analysis and Operator Algebras to be held at NIT-Karnataka,

More information

Multigrid absolute value preconditioning

Multigrid absolute value preconditioning Multigrid absolute value preconditioning Eugene Vecharynski 1 Andrew Knyazev 2 (speaker) 1 Department of Computer Science and Engineering University of Minnesota 2 Department of Mathematical and Statistical

More information

Exercise 1 (Formula for connection 1-forms) Using the first structure equation, show that

Exercise 1 (Formula for connection 1-forms) Using the first structure equation, show that 1 Stokes s Theorem Let D R 2 be a connected compact smooth domain, so that D is a smooth embedded circle. Given a smooth function f : D R, define fdx dy fdxdy, D where the left-hand side is the integral

More information

Preconditioned space-time boundary element methods for the heat equation

Preconditioned space-time boundary element methods for the heat equation W I S S E N T E C H N I K L E I D E N S C H A F T Preconditioned space-time boundary element methods for the heat equation S. Dohr and O. Steinbach Institut für Numerische Mathematik Space-Time Methods

More information

Quantum Computing Lecture 2. Review of Linear Algebra

Quantum Computing Lecture 2. Review of Linear Algebra Quantum Computing Lecture 2 Review of Linear Algebra Maris Ozols Linear algebra States of a quantum system form a vector space and their transformations are described by linear operators Vector spaces

More information

Numerical Analysis of Quantum Graphs

Numerical Analysis of Quantum Graphs Numerical Analysis of Quantum Graphs Michele Benzi Department of Mathematics and Computer Science Emory University Atlanta, Georgia, USA Householder Symposium XIX Spa, Belgium 8-13 June, 2014 1 Outline

More information

Solutions Preliminary Examination in Numerical Analysis January, 2017

Solutions Preliminary Examination in Numerical Analysis January, 2017 Solutions Preliminary Examination in Numerical Analysis January, 07 Root Finding The roots are -,0, a) First consider x 0 > Let x n+ = + ε and x n = + δ with δ > 0 The iteration gives 0 < ε δ < 3, which

More information

OUTLINE ffl CFD: elliptic pde's! Ax = b ffl Basic iterative methods ffl Krylov subspace methods ffl Preconditioning techniques: Iterative methods ILU

OUTLINE ffl CFD: elliptic pde's! Ax = b ffl Basic iterative methods ffl Krylov subspace methods ffl Preconditioning techniques: Iterative methods ILU Preconditioning Techniques for Solving Large Sparse Linear Systems Arnold Reusken Institut für Geometrie und Praktische Mathematik RWTH-Aachen OUTLINE ffl CFD: elliptic pde's! Ax = b ffl Basic iterative

More information

A NEW APPROXIMATION TECHNIQUE FOR DIV-CURL SYSTEMS

A NEW APPROXIMATION TECHNIQUE FOR DIV-CURL SYSTEMS MATHEMATICS OF COMPUTATION Volume 73, Number 248, Pages 1739 1762 S 0025-5718(03)01616-8 Article electronically published on August 26, 2003 A NEW APPROXIMATION TECHNIQUE FOR DIV-CURL SYSTEMS JAMES H.

More information

INTRODUCTION TO MULTIGRID METHODS

INTRODUCTION TO MULTIGRID METHODS INTRODUCTION TO MULTIGRID METHODS LONG CHEN 1. ALGEBRAIC EQUATION OF TWO POINT BOUNDARY VALUE PROBLEM We consider the discretization of Poisson equation in one dimension: (1) u = f, x (0, 1) u(0) = u(1)

More information

Linear Algebra and Dirac Notation, Pt. 3

Linear Algebra and Dirac Notation, Pt. 3 Linear Algebra and Dirac Notation, Pt. 3 PHYS 500 - Southern Illinois University February 1, 2017 PHYS 500 - Southern Illinois University Linear Algebra and Dirac Notation, Pt. 3 February 1, 2017 1 / 16

More information

Large-scale eigenvalue problems

Large-scale eigenvalue problems ELE 538B: Mathematics of High-Dimensional Data Large-scale eigenvalue problems Yuxin Chen Princeton University, Fall 208 Outline Power method Lanczos algorithm Eigenvalue problems 4-2 Eigendecomposition

More information

An additive average Schwarz method for the plate bending problem

An additive average Schwarz method for the plate bending problem J. Numer. Math., Vol. 10, No. 2, pp. 109 125 (2002) c VSP 2002 Prepared using jnm.sty [Version: 02.02.2002 v1.2] An additive average Schwarz method for the plate bending problem X. Feng and T. Rahman Abstract

More information

STOKES PROBLEM WITH SEVERAL TYPES OF BOUNDARY CONDITIONS IN AN EXTERIOR DOMAIN

STOKES PROBLEM WITH SEVERAL TYPES OF BOUNDARY CONDITIONS IN AN EXTERIOR DOMAIN Electronic Journal of Differential Equations, Vol. 2013 2013, No. 196, pp. 1 28. ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu STOKES PROBLEM

More information

Schwarz Preconditioner for the Stochastic Finite Element Method

Schwarz Preconditioner for the Stochastic Finite Element Method Schwarz Preconditioner for the Stochastic Finite Element Method Waad Subber 1 and Sébastien Loisel 2 Preprint submitted to DD22 conference 1 Introduction The intrusive polynomial chaos approach for uncertainty

More information

AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends

AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends Lecture 3: Finite Elements in 2-D Xiangmin Jiao SUNY Stony Brook Xiangmin Jiao Finite Element Methods 1 / 18 Outline 1 Boundary

More information

Numerical approximation of output functionals for Maxwell equations

Numerical approximation of output functionals for Maxwell equations Numerical approximation of output functionals for Maxwell equations Ferenc Izsák ELTE, Budapest University of Twente, Enschede 11 September 2004 MAXWELL EQUATIONS Assumption: electric field ( electromagnetic

More information

SELF-ADJOINTNESS OF SCHRÖDINGER-TYPE OPERATORS WITH SINGULAR POTENTIALS ON MANIFOLDS OF BOUNDED GEOMETRY

SELF-ADJOINTNESS OF SCHRÖDINGER-TYPE OPERATORS WITH SINGULAR POTENTIALS ON MANIFOLDS OF BOUNDED GEOMETRY Electronic Journal of Differential Equations, Vol. 2003(2003), No.??, pp. 1 8. ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu ftp ejde.math.swt.edu (login: ftp) SELF-ADJOINTNESS

More information

On the interplay between discretization and preconditioning of Krylov subspace methods

On the interplay between discretization and preconditioning of Krylov subspace methods On the interplay between discretization and preconditioning of Krylov subspace methods Josef Málek and Zdeněk Strakoš Nečas Center for Mathematical Modeling Charles University in Prague and Czech Academy

More information

Takens embedding theorem for infinite-dimensional dynamical systems

Takens embedding theorem for infinite-dimensional dynamical systems Takens embedding theorem for infinite-dimensional dynamical systems James C. Robinson Mathematics Institute, University of Warwick, Coventry, CV4 7AL, U.K. E-mail: jcr@maths.warwick.ac.uk Abstract. Takens

More information

Fundamentals of Matrices

Fundamentals of Matrices Maschinelles Lernen II Fundamentals of Matrices Christoph Sawade/Niels Landwehr/Blaine Nelson Tobias Scheffer Matrix Examples Recap: Data Linear Model: f i x = w i T x Let X = x x n be the data matrix

More information

UNIFORM PRECONDITIONERS FOR A PARAMETER DEPENDENT SADDLE POINT PROBLEM WITH APPLICATION TO GENERALIZED STOKES INTERFACE EQUATIONS

UNIFORM PRECONDITIONERS FOR A PARAMETER DEPENDENT SADDLE POINT PROBLEM WITH APPLICATION TO GENERALIZED STOKES INTERFACE EQUATIONS UNIFORM PRECONDITIONERS FOR A PARAMETER DEPENDENT SADDLE POINT PROBLEM WITH APPLICATION TO GENERALIZED STOKES INTERFACE EQUATIONS MAXIM A. OLSHANSKII, JÖRG PETERS, AND ARNOLD REUSKEN Abstract. We consider

More information

Spectral Processing. Misha Kazhdan

Spectral Processing. Misha Kazhdan Spectral Processing Misha Kazhdan [Taubin, 1995] A Signal Processing Approach to Fair Surface Design [Desbrun, et al., 1999] Implicit Fairing of Arbitrary Meshes [Vallet and Levy, 2008] Spectral Geometry

More information

ACM/CMS 107 Linear Analysis & Applications Fall 2017 Assignment 2: PDEs and Finite Element Methods Due: 7th November 2017

ACM/CMS 107 Linear Analysis & Applications Fall 2017 Assignment 2: PDEs and Finite Element Methods Due: 7th November 2017 ACM/CMS 17 Linear Analysis & Applications Fall 217 Assignment 2: PDEs and Finite Element Methods Due: 7th November 217 For this assignment the following MATLAB code will be required: Introduction http://wwwmdunloporg/cms17/assignment2zip

More information

CLASSICAL ITERATIVE METHODS

CLASSICAL ITERATIVE METHODS CLASSICAL ITERATIVE METHODS LONG CHEN In this notes we discuss classic iterative methods on solving the linear operator equation (1) Au = f, posed on a finite dimensional Hilbert space V = R N equipped

More information

Course Summary Math 211

Course Summary Math 211 Course Summary Math 211 table of contents I. Functions of several variables. II. R n. III. Derivatives. IV. Taylor s Theorem. V. Differential Geometry. VI. Applications. 1. Best affine approximations.

More information