A direct matrix method for computing analytical jacobians of discretized nonlinear integro-differential equations

DOI10.1016/J.JCP.2009.04.031MaRDI QIDQ834098zbMATH OpenOpenAlexFDO

Authors Kevin T. Chu

Publication date 19 August 2009

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0702116

zbMATH Keywords

integro-differential equationsnumerical methodsNewton's methodmatrix calculusanalytical Jacobian

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20)

Abstract: In this pedagogical article, we present a simple direct matrix method for analytically computing the Jacobian of nonlinear algebraic equations that arise from the discretization of nonlinear integro-differential equations. The method is based on a formulation of the discretized equations in vector form using only matrix-vector products and component-wise operations. By applying simple matrix-based differentiation rules, the matrix form of the analytical Jacobian can be calculated with little more difficulty than that required when computing derivatives in single-variable calculus. After describing the direct matrix method, we present numerical experiments demonstrating the computational performance of the method, discuss its connection to the Newton-Kantorovich method, and apply it to illustrative 1D and 2D example problems. MATLAB code is provided to demonstrate the low code complexity required by the method.

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Cited in

(8)

• Numerical solutions of hyperbolic telegraph equation by using the Bessel functions of first kind and residual correction
• The general Jacobi matrix method for solving some nonlinear ordinary differential equations
• Analytical Jacobian-vector products for the matrix-free time integration of partial differential equations
• A Numerical Algorithm for a Fully Nonlinear PDE Involving the Jacobian Determinant
• Elastoplastic buckling analysis of thick rectangular plates by using the differential quadrature method
• Direct expansion method of boundary condition for solving 3D elliptic equations with small parameters in the irregular domain
• Jacobian matrices using the Newmark direct integration scheme
• Toeplitz Jacobian Matrix for Nonlinear Periodic Vibration

Describes a project that uses

Uses Software

• bvp4cAD
• NewtonLib
• Matlab

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