Recent advances in linear analysis of convergence for splittings for solving ODE problems (Q1007377)
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English | Recent advances in linear analysis of convergence for splittings for solving ODE problems |
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Recent advances in linear analysis of convergence for splittings for solving ODE problems (English)
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20 March 2009
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The authors provide a discussion of several iterative methods for the solution of systems of nonlinear algebraic equations associated with a broad class of implicit numerical schemes for the solution of ordinary differential equations (ODEs), comprising for example implicit Runge-Kutta, general linear methods and block boundary value methods. A linear convergence analysis is used to identify successful procedures for obtaining iteration methods based on the splitting approach for relevant classes of methods. Particular attention is paid to the discussion of the convergence regions for the iteration matrices, and the comparison of the convergence properties is illustrated by numerical examples.
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implicit numerical methods
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Runge-Kutta methods
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linear multistep methods
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general linear methods
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boundary value methods
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iterative solution of algebraic equations
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iteration matrix
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convergence region
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numerical examples
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