An Efficient Preconditioner for Evolutionary Partial Differential Equations with $$\theta $$-Method in Time Discretization

Abstract In this study, the $$\theta $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>θ</mml:mi> </mml:math> -method is used for discretizing a class of evolutionary partial differential equations. Then, we transform the resultant all-at-once linear system and introduce a novel one-sided preconditioner, which can be fast implemented in a parallel-in-time way. By introducing an auxiliary two-sided preconditioned system, we provide theoretical insights into the relationship between the residuals of the generalized minimal residual (GMRES) method when applied to both one-sided and two-sided preconditioned systems. Moreover, we show that the condition number of the two-sided preconditioned matrix is uniformly bounded by a constant that is independent of the matrix size, which in turn implies that the convergence behavior of the GMRES method for the one-sided preconditioned system is guaranteed. Numerical experiments confirm the efficiency and robustness of the proposed preconditioning approach.