A flexible short recurrence Krylov subspace method for matrices arising in the time integration of port Hamiltonian systems and ODEs/DAEs with a dissipative Hamiltonian
For several classes of mathematical models that yield linear systems, the splitting of the matrix into its Hermitian and skew Hermitian parts is naturally related to properties of the underlying model. This is particularly so for discretizations of dissipative Hamiltonian ODEs, DAEs and port Hamilto...
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Zusammenfassung: | For several classes of mathematical models that yield linear systems, the
splitting of the matrix into its Hermitian and skew Hermitian parts is
naturally related to properties of the underlying model. This is particularly
so for discretizations of dissipative Hamiltonian ODEs, DAEs and port
Hamiltonian systems where, in addition, the Hermitian part is positive definite
or semi-definite. It is then possible to develop short recurrence optimal
Krylov subspace methods in which the Hermitian part is used as a
preconditioner. In this paper we develop new, right preconditioned variants of
this approach which as their crucial new feature allow the systems with the
Hermitian part to be solved only approximately in each iteration while keeping
the short recurrences. This new class of methods is particularly efficient as
it allows, for example, to use few steps of a multigrid solver or a
(preconditioned) CG method for the Hermitian part in each iteration. We
illustrate this with several numerical experiments for large scale systems. |
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DOI: | 10.48550/arxiv.2212.14208 |