Some schemes for the implementation of implicit Runge-Kutta methods (Q688620): Difference between revisions
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Revision as of 01:59, 5 March 2024
scientific article
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English | Some schemes for the implementation of implicit Runge-Kutta methods |
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Some schemes for the implementation of implicit Runge-Kutta methods (English)
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10 March 1994
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The implementation of implicit Runge-Kutta methods leads to some nonlinear equations, which may be solved by a modified Newton iteration, but alternative iteration schemes have been suggested to reduce the linear algebra costs. The authors study a linear iteration scheme. For the scalar differential equation \(x'=qx\), the convergence rate of the scheme depends on the spectral radius \(\rho[M(z)]\) of the iteration matrix \(M\), a function of \(z=hq\) where \(h\) is the steplength. A lower bound for \(\rho[M(z)]\) is established and new schemes are obtained for the two-stage Gauss method by minimizing the supremum of this lower bound over regions of the complex plane. Some numerical experiments are reported on.
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implicit Runge-Kutta methods
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modified Newton iteration
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linear iteration scheme
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convergence rate
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spectral radius
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iteration matrix
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two-stage Gauss method
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numerical experiments
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