Cyclic reduction, dichotomy, and the estimation of differential equations

DOI10.1016/S0377-0427(97)82123-1MaRDI QIDQ1379006zbMATH OpenFDO

Authors Michael R. Osborne

Publication date 3 July 1998

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(97)82123-1

zbMATH Keywords

cyclic reductiondichotomyorthogonal reductionstabilitysystem of differential equations

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

Cyclic reduction is used to reduce the estimation problem in differential equations to an optimization problem subject to a fixed number of equality constraints. If orthogonal transformations are used in the cyclic reduction process, then it appears that stable computations are possible without the need for the structural information required for the stable imbeddings. The present paper provides evidence in support of this claim. In particular, it is shown that the cyclic reduction process is linked to a new family of representations of the solutions of the system of differential equations. Properties of the members of this family are described which give insight into the advantages of the orthogonal reduction form of cyclic reduction.

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• The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub
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Cites work

• A Collection of Problems for Which Gaussian Elimination with Partial Pivoting is Unstable
• Fisher's Method of Scoring
• scientific article; zbMATH DE number 41473 (Why is no real title available?)
• scientific article; zbMATH DE number 1217593 (Why is no real title available?)

Cited in

(1)

• Scoring with constraints

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