Solving anisotropic heat equations by exponential shift-and-invert and polynomial Krylov subspace methods

Abstract

We assess performance of the exponential Krylov subspace methods for solving a class of parabolic problems with a strong anisotropy in coefficients. Different boundary conditions are considered, which have a direct impact on the smallest eigenvalue of the discretized operator and, hence, on the convergence behavior of the exponential Krylov subspace solvers. Restarted polynomial Krylov subspace methods and shift-and-invert Krylov subspace methods combined with algebraic multigrid are considered.