A note on approximate Jacobians of implicit Runge-Kutta methods and convergence of modified Newton iterations

DOI10.1007/s10543-023-00994-8MaRDI QIDQ6091833

Laurent O. Jay, O. V. Sokratova

Publication date: 27 November 2023

Published in: BIT (Search for Journal in Brave)

zbMATH Keywords

ordinary differential equationsstiffnessimplicit Runge-Kutta methodsmodified Newton methodcontraction mappingapproximate Jacobianfixed point iterationsnegative semi-definiteness

Mathematics Subject Classification ID

Hamilton's equations (70H05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Constrained dynamics, Dirac's theory of constraints (70H45) Numerical methods for differential-algebraic equations (65L80) Holonomic systems related to the dynamics of a system of particles (70F20) Lagrange's equations (70H03)

Cites Work

• On the iterative solution of the algebraic equations in fully implicit Runge--Kutta methods
• Stiffness 1952--2012: sixty years in search of a definition
• The Modified Newton Method in the Solution of Stiff Ordinary Differential Equations
• The error committed by stopping the Newton iteration in the numerical solution of stiff initial value problems
• Order‐Optimal Preconditioners for Implicit Runge–Kutta Schemes Applied to Parabolic PDEs
• Unnamed Item

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