Experiences with sparse matrix solvers in parallel ODE software
DOI10.1016/0898-1221(96)00041-7zbMath0859.65072OpenAlexW1984481827MaRDI QIDQ1921218
Joke G. Blom, Jacques J. B. de Swart
Publication date: 7 April 1997
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://ir.cwi.nl/pub/1958
numerical examplesparallel computationRunge-Kutta methodsstiff systemRadau IIA methodsparse matrix solverNewton-type iteration processparallel software for ordinary differential equations
Nonlinear ordinary differential equations and systems (34A34) Parallel numerical computation (65Y05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multiple scale methods for ordinary differential equations (34E13)
Related Items
Uses Software
Cites Work
- Parallel methods for initial value problems
- Analysis of parallel diagonally implicit iteration of Runge-Kutta methods
- Parallel Runge-Kutta methods with real eigenvalues
- Parallel ODE-solvers with stepsize control
- Y12M. Solution of large and sparse systems of linear algebraic equations. Documentation of subroutines
- The Elimination form of the Inverse and its Application to Linear Programming
- Iterated Runge–Kutta Methods on Parallel Computers
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