A numerical study of stiffness effects on some high order splitting methods

Fuente: Universidad Nacional Autónoma de México

Resumen: In this paper we compare operator splitting methods of first, second, third and fourth orders that are applied to problems with stiff matrices. In order to efficiently solve the resultant subproblems is necessary to use implicit Runge-Kutta methods. It is known that, in this context, the pr...

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Main Authors: Salcedo Ruíz, J., Sánchez Bernabe, F. J.
Format: Artículo de Investigación
Language:English
Published: Sociedad Mexicana de Física, A.C. 2006
Universidad Nacional Autónoma de México; Facultad de Ciencias
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author Salcedo Ruíz, J.
Sánchez Bernabe, F. J.
author_facet Salcedo Ruíz, J.
Sánchez Bernabe, F. J.
author_sort Salcedo Ruíz, J.
collection Repositorio Institucional UNAM
description Resumen: In this paper we compare operator splitting methods of first, second, third and fourth orders that are applied to problems with stiff matrices. In order to efficiently solve the resultant subproblems is necessary to use implicit Runge-Kutta methods. It is known that, in this context, the precision order of operator splitting schemes is reduced. Furthermore, we propose a fifth order operator splitting method that is obtained by applying Richardson extrapolation to a fourth order method. All methods are tested with a model problem with matrices such that its condition number is taken up to 20,000. Our conclusion is that order reduction is more severe for low order operator splitting methods.
format Artículo de Investigación
id unam-41311
institution Universidad Nacional Autónoma de México
language English
publishDate 2006
publisher Sociedad Mexicana de Física, A.C.
Universidad Nacional Autónoma de México; Facultad de Ciencias
record_format dspace
spelling A numerical study of stiffness effects on some high order splitting methods Salcedo Ruíz, J. Sánchez Bernabe, F. J. Físico Matemáticas y Ciencias de la Tierra Operator splitting stiff matrix Richardson extrapolation implicit Runge-Kutta methods Procedencia: Universidad Nacional Autónoma de México Repositorio Institucional de la UNAM: https://repositorio.unam.mx/ Resumen: In this paper we compare operator splitting methods of first, second, third and fourth orders that are applied to problems with stiff matrices. In order to efficiently solve the resultant subproblems is necessary to use implicit Runge-Kutta methods. It is known that, in this context, the precision order of operator splitting schemes is reduced. Furthermore, we propose a fifth order operator splitting method that is obtained by applying Richardson extrapolation to a fourth order method. All methods are tested with a model problem with matrices such that its condition number is taken up to 20,000. Our conclusion is that order reduction is more severe for low order operator splitting methods. Sociedad Mexicana de Física, A.C. Universidad Nacional Autónoma de México; Facultad de Ciencias 2006-01-01 Text Artículo de Investigación application/pdf Cita bibliográfica: Salcedo Ruíz, J., et al. (2006). A numerical study of stiffness effects on some high order splitting methods. Revista Mexicana de Física; Vol 52, No 2: 129-0. Recuperado de https://rmf.smf.mx/ojs/rmf/article/view/3440 ISSN: 2683-2224 (digital); 0035-001X (impresa) https://repositorio.unam.mx/contenidos/41311 eng Revista Mexicana de Física; Vol 52, No 2 (2006): 129-0 https://rmf.smf.mx/ojs/rmf/index Nivel de acceso: Público La titularidad de los derechos patrimoniales de esta obra pertenece a las instituciones editoras. Su uso se rige por una licencia Creative Commons BY-NC-ND 4.0 Internacional, https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode.es, fecha de asignación de la licencia 2006-01-01, para un uso diferente consultar al responsable jurídico del repositorio por medio de rmf@ciencias.unam.mx
spellingShingle A numerical study of stiffness effects on some high order splitting methods
Salcedo Ruíz, J.
Sánchez Bernabe, F. J.
Físico Matemáticas y Ciencias de la Tierra
Operator splitting
stiff matrix
Richardson extrapolation
implicit Runge-Kutta methods
title A numerical study of stiffness effects on some high order splitting methods
title_full A numerical study of stiffness effects on some high order splitting methods
title_fullStr A numerical study of stiffness effects on some high order splitting methods
title_full_unstemmed A numerical study of stiffness effects on some high order splitting methods
title_short A numerical study of stiffness effects on some high order splitting methods
title_sort a numerical study of stiffness effects on some high order splitting methods
topic Físico Matemáticas y Ciencias de la Tierra
Operator splitting
stiff matrix
Richardson extrapolation
implicit Runge-Kutta methods
topic_facet Físico Matemáticas y Ciencias de la Tierra
Operator splitting
stiff matrix
Richardson extrapolation
implicit Runge-Kutta methods
url https://repositorio.unam.mx/contenidos/41311