We consider the numerical solution of a c-stable linear equation in the tensor product space ℝn1x...xnd, arising from a discretized elliptic partial differential equation in ℝd. Utilizing the stability, we produce an equivalent d-stable generalized Stein-like equation, which can be solved iteratively. For large-scale problems defined by sparse and structured matrices, the methods can be modified for further efficiency, producing algorithms of O(Σini)+O(ns) computational complexity, under appropriate assumptions (with ns being the flop count for solving a linear system associated with Ai-γIni). Illustrative numerical examples will be presented.
ASJC Scopus subject areas