A scheme for the implementation of implicit Runge-Kutta methods (Q804250): Difference between revisions
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Latest revision as of 09:24, 30 July 2024
scientific article
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English | A scheme for the implementation of implicit Runge-Kutta methods |
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A scheme for the implementation of implicit Runge-Kutta methods (English)
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1990
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The application of an s-stage implicit Runge-Kutta method to a stiff ordinary differential equation (dimension n) leads to a nonlinear system in \({\mathbb{R}}^{s\cdot n}\). For its solution, an iterative scheme is proposed which requires only one LU-decomposition of a real \(n\times n\) matrix (also in the case where the Runge-Kutta matrix has different and/or complex eigenvalues). Compared to the iteration proposed by \textit{G. J. Cooper} and \textit{J. C. Butcher} [IMA J. Numer. Anal. 3, 127-140 (1983; Zbl 0525.65052)] less matrix vector multiplications (with a cost of \({\mathcal O}(s^ 2n)\) operations) are needed. For the Gauss methods of order 2s optimal values for the free parameters in the iteration are presented. The convergence rates are confirmed by numerical examples.
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implementation
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stiff equations
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implicit Runge-Kutta method
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nonlinear system
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iterative scheme
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LU-decomposition
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Gauss methods
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convergence rates
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numerical examples
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