Poisson Preconditioning for Self-Adjoint Elliptic Problems

Abstract

In this paper, we formulate interface problem and Neumann elliptic boundary value problem into a form of linear operator equations with self-adjoint positive definite operators. We prove that in the discrete level the condition number of these operators is independent of the mesh size. Therefore, given a prescribed error tolerance, the classical conjugate gradient algorithm converges within a fixed number of iterations. The main computation task at each iteration is to solve a Dirichlet Poisson boundary value problem in a rectangular domain, which can be furnished with fast Poisson solver. The overall computational complexity is essentially of linear scaling.