Convergence and instability in PCG methods for bordered systems

DOI10.1016/0898-1221(95)00177-ZMaRDI QIDQ1905916zbMATH OpenOpenAlexFDO

Authors G. L. Kraut, I. Gladwell

Publication date 22 January 1996

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(95)00177-z

zbMATH Keywords

convergencematrix splittingfinite differencesmultiple shootingpreconditioned conjugate gradient methodtwo-point boundary value problemspline collocationbordered almost block diagonal systems

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Linear boundary value problems for ordinary differential equations (34B05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

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• Decoupling and Stability of Algorithms for Boundary Value Problems
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• Convergence and stability of boundary value methods for ordinary differential equations
• PCG methods applied to a system of nonlinear equations
• Numerical instabilities and convergence control for convex approximation methods
• Stability and convergence of boundary value methods for solving ODE
• Computable Convergence Bounds for GMRES
• The rate of convergence of Toeplitz based PCG methods for second order nonlinear boundary value problems

Cites work

• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 3664297 (Why is no real title available?)
• scientific article; zbMATH DE number 88927 (Why is no real title available?)
• A Collection of Problems for Which Gaussian Elimination with Partial Pivoting is Unstable
• A Taxonomy for Conjugate Gradient Methods
• An Implementation of the Look-Ahead Lanczos Algorithm for Non-Hermitian Matrices
• Comparison of splittings used with the conjugate gradient algorithm
• General framework, stability and error analysis for numerical stiff boundary value methods
• Numerical solution of nonlinear elliptic partial differential equations by a generalized conjugate gradient method
• Stable Parallel Algorithms for Two-Point Boundary Value Problems

Cited in

(1)

• Almost block diagonal linear systems: sequential and parallel solution techniques, and applications

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Uses Software

• nag
• NAG

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