Seminar series
Date
Tue, 17 Feb 2015
Time
14:30 -
15:00
Location
L5
Speaker
Eleanor McDonald
Organisation
University of Oxford
All-at-once schemes aim to solve all time-steps of parabolic PDE-constrained optimization problems in one coupled computation, leading to exceedingly large linear systems requiring efficient iterative methods. We present a new block diagonal preconditioner which is both optimal with respect to the mesh parameter and parallelizable over time, thus can provide significant speed- up. We will present numerical results to demonstrate the effectiveness of this preconditioner.