Time-step sequences for parabolic differential equations (Q1893548): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3809149 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Determination of Fundamental Modes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5533821 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5185964 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chebyshev semi-iterative methods, successive overrelaxation iterative methods, and second order Richardson iterative methods. I, II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3909906 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The application of Leja points to Richardson iteration and polynomial preconditioning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3932237 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5342712 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence properties of the Runge-Kutta-Chebyshev method / rank
 
Normal rank

Latest revision as of 15:14, 23 May 2024

scientific article
Language Label Description Also known as
English
Time-step sequences for parabolic differential equations
scientific article

    Statements

    Time-step sequences for parabolic differential equations (English)
    0 references
    0 references
    11 December 1995
    0 references
    The Euler forward difference method is used for the explicit time integration of stiff systems of ordinary differential equations, which originate from spatial discretization of parabolic partial differential equations. The author constructs a sequence, with which the integration proceeds faster and faster in time by taking bigger and bigger steps, but by which the precision of the approximation is guaranteed throughout the integration procedure. This sequence is primarily a function of one given parameter which determines an upper bound for the distance in norm between the analytical solution and the approximation at every discrete time level in case the Jacobian matrix is constant. This method makes use of Chebyshev polynomials. The asymptotic rate of convergence of the method is derived and its applicability in case the Jacobian matrix is non-constant is demonstrated.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    time-step sequences
    0 references
    method of lines
    0 references
    Euler forward difference method
    0 references
    explicit time integration
    0 references
    stiff systems
    0 references
    parabolic partial differential equations
    0 references
    Chebyshev polynomials
    0 references
    convergence
    0 references
    0 references