APPLICATION OF H-MATRIX IN

SOLVING TELEGRAPH EQUATION

Prepared By:
SHAFIQAH NADIAH BINTI SHAHARUDDIN
Supervised By:
PROF. DR. MOHAMED OTHMAN

INTRODUCTION
TELEGRAPH
EQUATIONS

Models mixture between diffusion and wave

propagation that accounts for effects of
finite velocity to standard heat or mass
transport equation
(El-Azab & El-Gamel, 2007)

HIERARCHICAL
MATRICES
(H-matrices)

An algebraic structure which represent subblocks and thus each entry of a fully
populated matrix by low-rank matrices
(Bebendorf, 2008)

First introduced in
1999. A Sparse Matrix
Arithmetic based on
H-matrices. Part I:
Introduction to Hmatrices.

H-matrices can be
used in applications
directly to do the
computations or can
be used as a preconditioner for other
methods

Prof. Dr. Dr. h. c. Prof. Dr.

Wolfgang
Mohamed
Hackbusch
Othman

The H-matrices were

developed so that matrix
operation could be done
with a complexity as
close to linear
complexity as possible

Matrices are datasparse in the sense

that these matrices
are described by only
few data not few
non-zero entries

have almost
linear
complexity
(robust)

The efficiency
is based on a
suitable
hierarchy of
partitions of
the matrix
indices

Why used
H-matrices??

Approximate
variants of the
usual matrix
operations with
almost linear
complexity

Store
matrices
efficiently

PROBLEM STATEMENT
PDE
finite-dimensional
approximation is usually
done by finite element or
finite difference methods

DIRECT
METHODS

ITERATIVE
METHODS
KRYLOV
SUBSPACE
METHODS
Requires only
the ability to
multiply the
coefficient
matrix by a
given vector

MULTIGRID
METHODS
PRECONDITIONING
Multiplying the
linear system by a
non-singular matrix
which improves the
spectral properties
of the coefficient
matrix

Use an
approximation
of the solution
on a coarse
grid to
compute better
approximation
on the next
finer grid

LU
DECOMPOSITION

QR
DECOMPOSITION

A decomposition
of a matrix into a
product of a lower
triangular matrix
and upper
triangular matrix

A decomposition
of a matrix into a
product of an
orthogonal matrix
and an upper
triangular matrix

OBJECTIVES
The objectives of conducting this research
project is:
To determine the
solution of the
telegraph
equations after
applying Hmatrix techniques

To discover the
efficiency of
using H-matrix
compared to
other methods

SIGNIFICANCE
OF PROJECT

SCOPE OF
PROJECT

Introducing a new
method which is more
reliable and robust in
solving the telegraph
equations

Focusing in solving
telegraph equations
with Dirichlet
boundary conditions

The equations need to

be discretized by using
finite difference
algorithm first, before
applying H-matrix

TERMS & CONCEPTS

LITERATURE REVIEW
Sabine Le Borne (2003)
H-matrices for convectiondiffusion Problems with
Constant Convection

Sabine Le Borne & Lars

Grasedyck (2004)
H-matrix preconditioners in
convection-dominated
Problems

Lehmann & Rberg (2005)

Application of Hierarchical
Matrices to the Simulation of
Wave Propagation in Fluids

Analyses the application of

hierarchical matrices to the
convection-dominant
convection-diffusion
equation with constant
convection.

Exploit the H-matrix techniques

to approximate the LUdecompositions of stiffness
matrices as they appear in
discretizations of convectiondominated elliptic PDEs.

Deals with coupled

FE/SBFEM and its
application to wave
propagation problems in
fluids in the time domain.

Convection ,
convergence of a standard
H-matrix approximant
towards the original matrix
will .

The H-LU decomposition

works well in the standard
H-matrix setting even in
the convection dominant
case.

H-matrix results in an in
efficiency without
noticeable loss in accuracy.

LITERATURE REVIEW
Steffen Brm, Lars Grasedyck
and Wolfgang Hackbusch
(2005)

F. Kramer, M. Bebendorf, J.
Ostroski and R.
Hiptmair(2009)

Hierarchical Matrices

Hierarchical Matrix
Preconditioners for Eddy
Current Problems

Major aim: to enable

matrix operations of almost
linear complexity.

Deals with the

preconditioning of the
matrix that arises from Hconforming FEM
discretizations of an eddy
current problem in the
frequency domain

As long the matrix-vector

multiplication x Ax is the
only desired operation, the
sparse matrix format is
ideal.

Memory consumption
smaller.

H-matrix faster if the

problem size increasing.
H-matrix robust.

Kew Lee Ming and

Norhashidah Hj. M. Ali (2010)
Explicit Group Iterative
Methods for the Solution of
Telegraph Equations
Formulate two new explicit
group relaxation methods
for the difference solution
of the 2D 2nd order
hyperbolic telegraph
equations.

Computational cost .
Experimental execution timings
theoretical computational
complexity analysis.

Accuracy is the same even

domain grid size .

METHODOLOGY
Steps involved in order to solve the telegraph equations by
using hierarchical matrices:

Literature
Review
The telegraph
equation
General theory
of H-matrix
Other direct and
iterative
methods

Apply the Hmatrices to solve

the telegraph
equation

Compare results
for both
iterative and
direct method
in solving
telegraph
equation

Develop the
computational
complexity
analysis of the
new proposed
method

Say sigh
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Construction
kkkkkkkkkkkkkkkkkkkkk
of a
kkkkkkkkkkkkkkkkkkkkk
partitioning of
kkkkkkkkkkkkkkkkkkkkk
the product
index set I I
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Index set
is divided
into two
sets of
equal
size such
that the
subsets
are as
small as
possible

Flowchart
of the
research
project

AHMED (Another
software library
on hierarchical
matrices for
elliptic differential
equations)

MPI

C/C++
compiler

SOFTWARE
BLAS/LAPACK

(OpenMPI,
MPICH2)

METIS
(LINUX)

The memory
consumption
smaller.
Faster if the
problem size .

EXPECTED
RESULTS
Have almost
linear
complexity
which are
robust.

REFERENCES
Ali, N. H. M. and Lee, M. K. (2012). New explicit group iterative methods in the solution of two dimensional
hyperbolic equations. Journal of Computational Physics. 231:6953-6968.
Bebendorf, M., (2008). Hierarchical Matrices: A Means to Efficiently Solve Elliptic Boundary Value Problems,
Volume 63 of Lecture Notes in Computational Science and Engineering (LNCSE), Springer-Verlag.
Borne, S. L. (2003). H-matrices for convection-diffusion problems with constant convection. Computing.
70:261-274.
Borne, S. L. and Grasedyck, L. (2006). H-matrix preconditioners in convection-dominated. SIAM J. MATRIX
ANAL. APPL. 27:4:1172-1183.
Dehghan, M. and Shokri, A. (2007). A Numerical Method for Solving the Hyperbolic Telegraph Equation.
Numerical Methods for Partial Differential Equations. Wiley InterScience.
El-Azab, M. S. and El-Gamel, M. (2007). A numerical algorithm for the solution of telegraph. Applied
Mathematics and Computation. 190: 757-764.
Greenbaum, A. (1997). Iterative Methods for Solving Linear Systems. SIAM, Frontiers in Applied Mathematics.
17.
Hackbusch, W., Grasedyck, L., Brm, S. (2001). An Introduction to Hierarchical Matrices. Max-Planck-Institute
for Mathematics in the Sciences, Inselstr. Leipzig, Germany.
Kramer, F., Bebendorf, M., Ostrowski. J., Hiptmair, R., (2009). Hierarchical Matrix Preconditioners for Eddy
Current Problems. IEEE.
Lehmann, L. and Rberg, T. (2006). Application of hierarchical matrices to the simulation of wave propagation
in fluids. Commun. Numer. Meth. Engng. Wiley InterScience. 22: 489-503.

Ming, K. L. and Ali, N. H. M. (2010). Explicit Group Iterative Methods for the Solution of Telegraph Equations.
Proceedings of the World Congress on Engineering. 3.
Neumann, M. (1984). On bounds for the convergence of the SSOR method for H-matrices. Linear and
Multilinear Algebra. Gordon and Breach Science Publishers. Inc. 15: 13-21.
Othman, M. and Abdullah, A.R. (2000). An Efficient Four Points Modified
Explicit Group Poisson Solver. International Journal Computer Mathematics. 76: 203-217.
Weisstein, E. W. LU Decomposition. MathWorldA Wolfram Web Resource. Retrieved from
http://mathworld.wolfram.com/LUDecomposition.html
Wenwen, C. and Dan, J. (2008). An H-matrix-Based Method for Reducing the Complexity of Integral-EquationBased Solutions of Electromagnetic Problems. IEEE.
Zhao, D. and Li, H. (2011). A Modified Gauss-Seidel Iterative Algorithm for H-matrix with Centrosymmetric
Structure. IEEE.

PROJECT SCHEDULING

/ Articles

QUESTION???