Sc. Sheen et Jl. Wu, PRECONDITIONING TECHNIQUES FOR THE BICGSTAB ALGORITHM USED IN CONVECTION-DIFFUSION PROBLEMS, Numerical heat transfer. Part B, Fundamentals, 34(2), 1998, pp. 241-256
In this work, we investigate the techniques for computing the precondi
tioning matrices used in the conjugate gradient method The physical pr
oblem we consider is the convection-diffusion problem with high cell P
eclet number, which is differenced by the third-order upwind-biased sc
heme. The preconditioning matrix is computed by the traditional Incomp
lete Lower-Upper (ILU) decomposition of the coefficient matrix or the
coefficient matrix that is produced by the first-order upwind differen
ce. Since the upwind schemes are one-sided-biased, the factorization e
rror is greatly influenced by the arrangement of the variable in the l
inear system. At high cell Peclet number, we can reduce the factorizat
ion error significantly by ordering the variable according to the loca
l flow direction. This technique, when used with the ILU decomposition
of the coefficient matrix produced by the first-order difference, is
found to have steady convergence rate with no serious wiggles at high
cell Peclet number.