Parallel-in-time preconditioners for the Sinc-Nyström method
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The Sinc-Nyström method in time is a high-order spectral method for solving evolutionary differential equations and it has wide applications in scientific computation. But in this method we have to solve all the time steps implicitly at one-shot, which may results in a large-scale nonsymmetric dense system that is expensive to solve. In this paper, we propose and analyze a parallel-in-time (PinT) preconditioner for solving such Sinc-Nyström systems, where both the parabolic and hyperbolic PDEs are investigated. Attributed to the special Toeplitz-like structure of the Sinc-Nyström systems, the proposed PinT preconditioner is indeed a low-rank perturbation of the system matrix and we show that the spectrum of the preconditioned system is highly clustered around one, especially when the time step size is refined. Such a clustered spectrum distribution matches very well with the numerically observed mesh-independent GMRES convergence rates in various examples. Several linear and nonlinear ODE and PDE examples are presented to illustrate the convergence performance of our proposed PinT preconditioners, where the achieved exponential order of accuracy are especially attractive to those applications in need of high accuracy.
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