Fast direct solvers for elliptic PDEs

Monday, August 2, 2010 - 9:30am - 10:00am
Keller 3-180
Per-Gunnar Martinsson (University of Colorado)
The talk will describe recently developed fast solvers for the
linear systems arising upon the discretization of elliptic
PDEs. While most existing fast methods tend to be based on
iterative solvers such as GMRES, the new techniques directly
construct an approximate inverse (or LU factorization) of the
coefficient matrix. This makes the techniques robust and
particularly fast for problems involving multiple right hand
sides. Such fast direct solvers have been developed both for
the sparse (and often very large) matrices that arise upon
finite element discretizations of elliptic PDEs, and for the
dense matrices arising upon discretization of the associated
integral equations.
MSC Code: