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On the invention of iterative methods for linear systems

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Auteurs : Gander, Martin (Auteur de la Conférence)
CIRM (Editeur )

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Résumé : Iterative methods for linear systems were invented for the same reasons as they are used today,namely to reduce computational cost. Gauss states in a letter to his friend Gerling in 1823: 'you will in the future hardly eliminate directly, at least not when you have more than two unknowns'.
Richardson's paper from 1910 was then very influential, and is a model of a modern numerical analysis paper: modeling, discretization, approximate solution of the discrete problem,and a real application. Richardson's method is much more sophisticated that how it is usually presented today, and his dream became reality in the PhD thesis of Gene Golub.
The work of Stiefel, Hestenes and Lanczos in the early 1950 sparked the success story of Krylov methods, and these methods can also be understood in the context of extrapolation, pioneered by Brezinski and Sidi, based on seminal work by Wynn.
This brings us to the modern iterative methods for solving partial differential equations,which come in two main classes: domain decomposition methods and multigrid methods. Domain decomposition methods go back to the alternating Schwarz method invented by Herman Amandus Schwarz in 1869 to close a gap in the proof of Riemann's famous Mapping Theorem. Multigrid goes back to the seminal work by Fedorenko in 1961, with main contributions by Brandt and Hackbusch in the Seventies.
I will show in my presentation how these methods function on the same model problem ofthe temperature distribution in a simple room. All these methods are today used as preconditioners for Krylov methods, which leads to the most powerful iterative solvers currently knownfor linear systems.

Keywords : Iterative methods; linear systems; discretized partial differential equations

Codes MSC :
65-02 - Research exposition (monographs, survey articles)
65-03 - Historical (must be assigned at least one classification number from Section 01)
65B05 - Extrapolation to the limit, deferred corrections
65F10 - Iterative methods for linear systems
65N22 - Solution of discretized equations (BVP of PDE)

    Informations sur la Vidéo

    Réalisateur : Recanzone, Luca
    Langue : Anglais
    Date de publication : 26/11/2021
    Date de captation : 09/11/2021
    Sous collection : Research talks
    arXiv category : Numerical Analysis
    Domaine : Numerical Analysis & Scientific Computing
    Format : MP4 (.mp4) - HD
    Durée : 00:29:09
    Audience : Researchers
    Download : https://videos.cirm-math.fr/2021-11-9_Gander.mp4

Informations sur la Rencontre

Nom de la rencontre : Numerical Methods and Scientific Computing / Méthodes numériques et calcul scientifique
Organisateurs de la rencontre : Beckermann, Bernhard ; Brezinski, Claude ; da Rocha, Zélia ; Redivo-Zaglia, Michela ; Rodriguez, Giuseppe
Dates : 08/11/2021 - 12/11/2021
Année de la rencontre : 2021
URL Congrès : https://conferences.cirm-math.fr/2431.html

Données de citation

DOI : 10.24350/CIRM.V.19829203
Citer cette vidéo: Gander, Martin (2021). On the invention of iterative methods for linear systems. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19829203
URI : http://dx.doi.org/10.24350/CIRM.V.19829203

Voir aussi

Bibliographie

  • RICHARDSON, Lewis Fry. IX. The approximate arithmetical solution by finite differences of physical problems involving differential equations, with an application to the stresses in a masonry dam. Philosophical Transactions of the Royal Society of London. Series A, Containing Papers of a Mathematical or Physical Character, 1911, vol. 210, no 459-470, p. 307-357. - https://doi.org/10.1098/rsta.1911.0009

  • STIEFEL, Eduard. Über einige methoden der relaxationsrechnung. Zeitschrift für angewandte Mathematik und Physik ZAMP, 1952, vol. 3, no 1, p. 1-33. - http://dx.doi.org/10.1007/BF02080981

  • SCHWARZ, Hermann Amandus. Ueber einen Grenzübergang durch alternirendes Verfahren. Zürcher u. Furrer, 1870. - https://www.ngzh.ch/archiv/1870_15/15_3/15_19.pdf

  • GANDER, Martin J., HENRY, Philippe, WANNER, Gerhard. A History of Iterative Methods, in preparation, 2021 -



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