Approximate factorization for time-dependent partial differential equations

Review text

In the numerical solution of time-dependent partial differential equations (PDEs) the matrix of the arising linear systems can be often split into a sum of matrices with a simple structure. In such cases the matrix can be replaced by an approximate factorization based on the splitting. This paper surveys possibilities for approximate factorization of PDEs and presents new stability results for the resulting integration methods.

Recommendations

Cites work

Cited in

(46)

Improved accuracy for the approximate factorization of parabolic equations
Analysis approximate factorization in iteration methods
The use of approximate factorization in stiff ODE solvers
Stability of approximate factorization with \(\theta\)-methods
A new approximate matrix factorization for implicit time integration in air pollution modeling
A high-order conservative Patankar-type discretisation for stiff systems of production--destruction equations
Operator splitting and approximate factorization for taxis-diffusion-reaction models
Accuracy and stability of splitting with stabilizing corrections
PDE-W-methods for parabolic problems with mixed derivatives
Simulation of three-dimensional phytoplankton dynamics: competition in light-limited environ\-ments
Linearly implicit Runge-Kutta methods and approximate matrix factorization.
ADI schemes for higher-order nonlinear diffusion equations.
Bicompact schemes for the multidimensional convection-diffusion equation
High order PDE-convergence of AMF-W methods for 2D-linear parabolic problems
AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model
A comparison of one-step and two-step W-methods and peer methods with approximate matrix factorization
A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems
Rosenbrock-type methods with inexact AMF for the time integration of advection-diffusion-reaction PDEs
Application of approximate matrix factorization to high order linearly implicit Runge-Kutta methods
AMF-Runge-Kutta formulas and error estimates for the time integration of advection diffusion reaction PDEs
An iterated Radau method for time-dependent PDEs
Iterative approximate factorization for difference operators of high-order bicompact schemes for multidimensional nonhomogeneous hyperbolic systems
W-methods to stabilize standard explicit Runge-Kutta methods in the time integration of advection-diffusion-reaction PDEs
Robust numerical methods for taxis-diffusion-reaction systems: applications to biomedical problems
Iterative and noniterative, full and approximate factorization methods for multidimensional reaction-diffusion equations
Linearly-implicit, approximate factorization, exponential methods for multidimensional reaction-diffusion equations
Splitting-methods based on approximate matrix factorization and Radau-IIA formulas for the time integration of advection diffusion reaction PDEs
scientific article; zbMATH DE number 1226069 (Why is no real title available?)
A variable time-step-size code for advection-diffusion-reaction PDEs
Parallel solution of a coupled flow and transport model for shallow water
AMF-type W-methods for parabolic problems with mixed derivatives
W-Methods and Approximate Matrix Factorization for Parabolic PDEs with Mixed Derivative Terms
AMFR-W numerical methods for solving high-dimensional SABR/LIBOR PDE models
Preconditioning Sparse Matrices with Alternating and Multiplicative Operator Splittings
Time integration of the shallow water equations in spherical geometry
Approximate factorization for a viscous wave equation
Generalized TASE-RK methods for stiff problems
On approximate matrix factorization and TASE W-methods for the time integration of parabolic partial differential equations
PDE-convergence in euclidean norm of AMF-W methods for multidimensional linear parabolic problems
A family of three-stage third order AMF-W-methods for the time integration of advection diffusion reaction PDEs.
AMF-TASE W-methods and PDE-convergence in Euclidean norm for linear parabolic problems
Space-time parallel solvers for reaction-diffusion problems forming Turing patterns
Boundary corrections for splitting methods in the time integration of multidimensional parabolic problems
Iterative approximate factorization of difference operators of high-order accurate bicompact schemes for multidimensional nonhomogeneous quasilinear hyperbolic systems
Interpolation preservation of AMF-W methods for linear diffusion problems
Locally linearized fractional step methods for nonlinear parabolic problems

Describes a project that uses

Uses Software

RODAS