On behavior of preconditioned methods for a class of compact finite difference schemes in solution of hyperbolic equations

Abstract

In this article, for a class of linear systems arising from the compact finite difference schemes, we apply Krylov subspace methods in combination the ADI, BLAGE,... preconditioners. We consider our scheme in solution of hyperbolic equations subject to appropriate initial and Dirichlet boundary conditions, where is constant. We show, the BLAGE preconditioner is extremely effective in achieving optimal convergence rates. Numerical results performed on model problems to confirm the efficiency of our approach.