A scheme for the implementation of implicit Runge-Kutta methods
convergence ratesGauss methodsimplementationimplicit Runge-Kutta methoditerative schemeLU-decompositionnonlinear systemnumerical examplesstiff equations
Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) Numerical computation of solutions to systems of equations (65H10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)
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.
- An Efficient Solution Process for Implicit Runge–Kutta Methods
- An Iteration Scheme for Implicit Runge—Kutta Methods
- Efficiency of Methods for Second-Order Problems
- scientific article; zbMATH DE number 3700140 (Why is no real title available?)
- Iterated defect correction for the efficient solution of stiff systems of ordinary differential equations
- On a Class of Implicit Runge-Kutta Procedures
- On the Efficient Implementation of Implicit Runge-Kutta Methods
- On the implementation of implicit Runge-Kutta methods
- The implementation of Runge-Kutta implicit processes
- On the use of parallel processors for implicit Runge-Kutta methods
- Iterative schemes for Gauss methods
- Approximating Runge-Kutta matrices by triangular matrices
- A generalization of singly-implicit Runge-Kutta methods
- On the numerical solution of stiff IVPs by Lobatto IIIA Runge-Kutta methods
- A note on the efficient implementation of implicit methods for ODEs
- Theoretically optimal inexact spectral deferred correction methods
- Efficient implementation of symplectic implicit Runge-Kutta schemes with simplified Newton iterations
- Variable-order starting algorithms for implicit Runge-Kutta methods on stiff problems
- Iterative schemes for three-stage implicit Runge-Kutta methods
- Some linear stability results for iterative schemes for implicit Runge-Kutta methods
- Improving the efficiency of the iterative schemes for implicit Runge-Kutta methods
- A parallelizable preconditioner for the iterative solution of implicit Runge-Kutta-type methods
- On the iterative solution of the algebraic equations in fully implicit Runge--Kutta methods
- Inexact simplified Newton iterations for implicit Runge-Kutta methods
- Practical implementation of high-order multiple precision fully implicit Runge-Kutta methods with step size control using embedded formula
- Some efficient implementation schemes for implicit Runge-Kutta methods
- Matrix-Free Iterative Processes for Implementation of Implicit Runge–Kutta Methods
- Computations with inverse Runge-Kutta schemes
- scientific article; zbMATH DE number 6613582 (Why is no real title available?)
- Complex-valued realization of the implicit single-stage methods up to fourth order for numerical integration of systems of ODE
- On the Implementation of Singly Implicit Runge-Kutta Methods
- Practical Runge-Kutta methods for scientific computation
- scientific article; zbMATH DE number 176990 (Why is no real title available?)
- Stage Value Predictors and Efficient Newton Iterations in Implicit Runge--Kutta Methods
- scientific article; zbMATH DE number 1507110 (Why is no real title available?)
- Efficient implementation of Radau collocation methods
- Improving Rates of Convergence of Iterative Schemes for Implicit Runge-Kutta Methods
- scientific article; zbMATH DE number 2152761 (Why is no real title available?)
- Fast solution of fully implicit Runge-Kutta and discontinuous Galerkin in time for numerical PDEs. II: Nonlinearities and DAEs
- Speeding up Newton-type iterations for stiff problems
- Some efficient schemes for two-stage Gauss method
- Implementation of high-order implicit Runge-Kutta methods
- An efficient implementation scheme of the simplified Newton iteration for block systems of nonlinear equations
- Stein implicit Runge-Kutta methods with high stage order for large-scale ordinary differential equations
- An efficient scheme for the implementation of implicit Runge-Kutta methods
- An improved approximate Newton method for implicit Runge-Kutta formulas
- Symplectic Runge-Kutta and related methods: Recent results
- Some schemes for the implementation of implicit Runge-Kutta methods
- Implicit Runge-Kutta methods with explicit internal stages
- Implicit-Runge-Kutta-based methods for fast, precise, and scalable uncertainty propagation
This page was built for publication: A scheme for the implementation of implicit Runge-Kutta methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q804250)
