Multiscale inversion of elliptic operators

Amir Averbuch, Gregory Beylkin, Ronald Coifman, Moshe Israeli

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

11 Scopus citations


A fast adaptive algorithm for the solution of elliptic partial differential equations is presented. It is applied here to the Poisson equation with periodic boundary conditions. The extension to more complicated equations and boundary conditions is outlined. The purpose is to develop algorithms requiring a number of operations proportional to the number of significant coefficients in the representation of the r.h.s. of the equation. This number is related to the specified accuracy, but independent of the resolution. The wavelet decomposition and the conjugate gradient iteration serve as the basic elements of the present approach. The main difficulty in solving such equations stems from the inherently largecondition number of the matrix representing the linear system that result from the discretization. However, it is known that periodized differential operators have an effective diagonal preconditioner in the wavelet system of coordinates. The condition number of the preconditioned matrix is O(1) and, thus, depends only weakly on the size of the linear system. The nonstandard form (nsf) is preferable in multiple dimensions since it requires O(1) elements to represent the operator on all scales. Unfortunately, the preconditioned nsf turns out to be dense. This obstacle can be avoided if in the process of solving the linear system, the preconditioner is applied separately before and after the operator (to maintain sparsity). A constrained version of the preconditioned conjugate gradient algorithm is developed in wavelet coordinates. Only those entries of the conjugate directions which are in the set of significant indices are used. The combination of the above-mentioned elements yields an algorithm wherethe number of operations at each iteration is proportional to the number of elements. At the same time, the number of iterations is bounded by a constant.

Original languageEnglish
Title of host publicationWavelet Analysis and Its Applications
PublisherElsevier Inc.
Number of pages19
StatePublished - 1998
Externally publishedYes

Publication series

NameWavelet Analysis and Its Applications
ISSN (Print)1874-608X

Bibliographical note

Funding Information:
The research of A. Averbuch, R. Coifman, and M. Israeli was supported by U.S-Israel Binational Science Foundation Grant # 92-00269/1. The research of M. Israeli was supported also by the Fund for the Promotion of Research at the Technion. The research of G. Beylkin was partially supported by ARPA grant F49620-93-1-0474 and ONR grant N00014-91-J4037.


Dive into the research topics of 'Multiscale inversion of elliptic operators'. Together they form a unique fingerprint.

Cite this