Strang-type preconditioners for solving linear systems from delay differential equations (Q1397987)

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Strang-type preconditioners for solving linear systems from delay differential equations
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    Strang-type preconditioners for solving linear systems from delay differential equations (English)
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    6 August 2003
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    The authors consider the solution of delay differential equations using the boundary value (BVM) methods that have been introduced in recent years to solve initial value problems. The authors begin by explaining the background and introduce the BVM scheme, showing that its application leads to the need to solve a large linear system. They introduce Strang-type preconditioners for solving the linear system using the generalized minimal residual algorithm and perform a spectral analysis to assess the convergence rate of the resulting method. Finally they give numerical examples using Matlab to demonstrate the efficacy of their approach.
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    delay differential equations
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    boundary value methods
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    preconditioners
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    initial value problems
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    generalized minimal residual algorithm
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    convergence
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    numerical examples
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    Matlab
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