Approximating Runge-Kutta matrices by triangular matrices
Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)
Given a stiff initial value problem \[ y'(t)= f(t,y(t)), \qquad y(t_0)= y_0,\tag{1} \] \(y,f\) vectors with \(d\) components, \(t_0\leq t\leq t_e\), one of the most powerful methods is an implicit Runge-Kutta method. In such a method one has to solve at every time step a system of nonlinear equations of the form \[ R(Y_n)=0, \qquad R(Y_n):= Y_n-(e\otimes I)y_{n-1}- h_n(A\otimes I)F(Y_n)\tag{2} \] where \(A\) denotes the \((s,s)\)-matrix containing the parameters of the \(s\)-stage Runge-Kutta method, \(y_{n-1}\) denotes the approximation to \(y(t_{n-1})\), \(e\) is the \(s\)-dimensional vector with unit entries, \(I\) is the \((d,d)\)-identity matrix, \(h_n\) is the stepsize \(t_n-t_{n-1}\) and \(\otimes\) denotes the Kronecker product. The \(s\) components \(Y_{n,i}\) of the \(sd\)-dimensional solution vector \(Y_n\) represent numerical approximations to the \(s\) exact solution vectors \(y(t_{n-1}-c_ih_n)\), where \(c\) denotes the abscissa vector with components distinct and positive, \(i\) ranges from 1 to \(s\). Solving the equations (2) by a modified Newton process requires a lot of computational effort for high-dimensional problems. The authors work with a Crout decomposition \(A=TU\), where \(U\) is unit upper triangular. It is shown that with this matrix \(T\) stiff error components in the numerical solution are strongly damped. The authors show that for a large class of Runge-Kutta methods this procedure can be carried out and that the diagonal entries of the matrix \(T\) are positive. This means that the linear systems that are to be solved have a non-singular matrix.
- An Iteration Scheme for Implicit Runge—Kutta Methods
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- scientific article; zbMATH DE number 50395 (Why is no real title available?)
- Iterated Runge–Kutta Methods on Parallel Computers
- Triangularly Implicit Iteration Methods for ODE-IVP Solvers
- A parallelizable preconditioner for the iterative solution of implicit Runge-Kutta-type methods
- Kronecker product splitting preconditioners for implicit Runge-Kutta discretizations of viscous wave equations
- Generalized Kronecker product splitting iteration for the solution of implicit Runge-Kutta and boundary value methods.
- A splitting preconditioner for the iterative solution of implicit Runge-Kutta and boundary value methods
- Fast solution of fully implicit Runge-Kutta and discontinuous Galerkin in time for numerical PDEs. I: The linear setting
- Fast solution of fully implicit Runge-Kutta and discontinuous Galerkin in time for numerical PDEs. II: Nonlinearities and DAEs
- CWI contributions to the development of parallel Runge-Kutta methods
This page was built for publication: Approximating Runge-Kutta matrices by triangular matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1359972)
