Hierarchical Interpolative Factorization Preconditioner for Parabolic Equations

This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient method, preconditioned with hierarchical interpolative factorization. Stiffness matrices arising in the discretization of parabolic equations typically have large condition numbers, and therefore preconditioning becomes essential, especially for large time steps. We propose to use the hierarchical interpolative factorization as the preconditioning for the conjugate gradient iteration. Computed only once, the hierarchical interpolative factorization offers an efficient and accurate approximate inverse of the linear system. As a result, the preconditioned conjugate gradient iteration converges in a small number of iterations. Compared to other classical exact and approximate factorizations such as Cholesky or incomplete Cholesky, the hierarchical interpolative factorization can be computed in linear time and the application of its inverse has linear complexity. Numerical experiments demonstrate the performance of the method and the reduction of conjugate gradient iterations

Parallel Skeletonization for Integral Equations in Evolving Multiply-Connected Domains

This paper presents a general method for applying hierarchical matrix skeletonization factorizations to the numerical solution of boundary integral equations with possibly rank-deficient integral operators. Rank-deficient operators arise in boundary integral approaches to elliptic partial differential equations with multiple boundary components, such as in the case of multiple vesicles in a viscous fluid flow. Our generalized skeletonization factorization retains the locality property afforded by the "proxy point method," and allows for a parallelized implementation where different processors work on different parts of the boundary simultaneously. Further, when the boundary undergoes local geometric perturbations (such as movement of an interior hole), the factorization can be recomputed efficiently with respect to the number of modified discretization nodes. We present an application that leverages a parallel implementation of skeletonization with updates in a shape optimization regime.Comment: 31 pages, 18 figure