Fast direct solvers for linear partial differential equations

Adrianna Gillman

Dartmouth College


The cost of solving a large linear system often determines what can and cannot be modeled computationally in many areas of science and engineering. Unlike Gaussian elimination which scales cubically with the respect to the number of unknowns, fast direct solvers construct an inverse of a linear in system with a cost that scales linearly or nearly linearly. The fast direct solvers presented in this talk are designed for the linear systems arising from the discretization of linear partial differential equations. These methods are more robust, versatile and stable than iterative schemes. Since an inverse is computed, additional right-hand sides can be processed rapidly. The talk will give the audience a brief introduction to the core ideas, an overview of recent advancements, and it will conclude with a sampling of challenging application examples including the scattering of waves.

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