The Fast Solution of Sequences of Linear Systems via Subspace Recycling
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Multiscale Modeling and Simulation
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Computer Methods in Applied Mechanics and Engineering
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SIAM Journal on Scientific Computing
Many problems in science and engineering require the solution of a long sequence of slowly changing linear systems. We propose and analyze two methods that significantly reduce the total number of matrix-vector products required to solve all systems. We consider the general case where both the matrix and right-hand side change, and we make no assumptions regarding the change in the right-hand sides. Furthermore, we consider general nonsingular matrices, and we do not assume that all matrices are pairwise close or that the sequence of matrices converges to a particular matrix. Our methods work well under these general assumptions, and hence form a significant advancement with respect to related work in this area. We can reduce the cost of solving subsequent systems in the sequence by recycling selected subspaces generated for previous systems. We consider two approaches that allow for the continuous improvement of the recycled subspace at low cost. We consider both Hermitian and non-Hermitian problems, and we analyze our algorithms both theoretically and numerically to illustrate the effects of subspace recycling. We also demonstrate the effectiveness of our algorithms for a range of applications from computational mechanics, materials science, and computational physics. © 2006 Society for Industrial and Applied Mathematics.
Proposed for publication in the Journal of Fluid Mechanics.
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In gas chromatography, a chemical sample separates into its constituent components as it travels along a long thin column. As the component chemicals exit the column they are detected and identified, allowing the chemical makeup of the sample to be determined. For correct identification of the component chemicals, the distribution of the concentration of each chemical along the length of the column must be nearly symmetric. The prediction and control of asymmetries in gas chromatography has been an active research area since the advent of the technique. In this paper, we develop from first principles a general model for isothermal linear chromatography. We use this model to develop closed-form expressions for terms related to the first, second, and third moments of the distribution of the concentration, which determines the velocity, diffusion rate, and asymmetry of the distribution. We show that for all practical experimental situations, only fronting peaks are predicted by this model, suggesting that a nonlinear chromatography model is required to predict tailing peaks. For situations where asymmetries arise, we analyze the rate at which the concentration distribution returns to a normal distribution. Numerical examples are also provided.
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