Dynamic Sparsing in Stiff Extrapolation Methods
From MaRDI portal
numerical experimentssemi-implicit Euler discretizationsparsing criterionstiff differential equations
Nonlinear ordinary differential equations and systems (34A34) Multiple scale methods for ordinary differential equations (34E13) Computational methods for sparse matrices (65F50) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)
Recommendations
- On Sparse Solvers in a Stiff Integrator of Extrapolation Type
- A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions
- Adaptive sparse grids and extrapolation techniques
- Sparse Stretching for Solving Sparse-Dense Linear Least-Squares Problems
- Exploiting the sparsity in the solution of linear ordinary differential equations
- scientific article; zbMATH DE number 3898147
- Dynamic refinement algorithms for spectral element methods
- Sparse approximate solution of partial differential equations
- Sparse dynamics for partial differential equations
- Extrapolation, combination, and sparse grid techniques for elliptic boundary value problems
Cited in
(5)- Sensitivity analysis of linearly-implicit differential--algebraic systems by one-step extrapolation.
- Numerical methods for the solution of large kinetic systems
- On efficiency and accuracy in cardioelectric simulation
- On Sparse Solvers in a Stiff Integrator of Extrapolation Type
- Sparsing in real time simulation
This page was built for publication: Dynamic Sparsing in Stiff Extrapolation Methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4694310)
