Efficient implementation of Radau collocation methods
Fuente:
arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2013
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| _version_ | 1866913433282150400 |
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| author | Brugnano, L. Iavernaro, F. Magherini, C. |
| author_facet | Brugnano, L. Iavernaro, F. Magherini, C. |
| contents | In this paper we define an efficient implementation of Runge-Kutta methods of Radau IIA type, which are commonly used when solving stiff ODE-IVPs problems. The proposed implementation relies on an alternative low-rank formulation of the methods, for which a splitting procedure is easily defined. The linear convergence analysis of this splitting procedure exhibits excellent properties, which are confirmed by its performance on a few numerical tests. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1302_1037 |
| institution | arXiv |
| publishDate | 2013 |
| record_format | arxiv |
| spellingShingle | Efficient implementation of Radau collocation methods Brugnano, L. Iavernaro, F. Magherini, C. Numerical Analysis 65L04, 65L05, 65L06, 65L99 In this paper we define an efficient implementation of Runge-Kutta methods of Radau IIA type, which are commonly used when solving stiff ODE-IVPs problems. The proposed implementation relies on an alternative low-rank formulation of the methods, for which a splitting procedure is easily defined. The linear convergence analysis of this splitting procedure exhibits excellent properties, which are confirmed by its performance on a few numerical tests. |
| title | Efficient implementation of Radau collocation methods |
| topic | Numerical Analysis 65L04, 65L05, 65L06, 65L99 |
| url | https://arxiv.org/abs/1302.1037 |