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

DOI10.1016/J.JCP.2009.04.031zbMATH Open1168.65427arXivmath/0702116OpenAlexW2007632286MaRDI QIDQ834098FDOQ834098

Kevin T. Chu

Publication date: 19 August 2009

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

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.

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

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zbMATH Keywords

integro-differential equationsnumerical methodsNewton's methodmatrix calculusanalytical Jacobian

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20)

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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

Uses Software

• Matlab
• NewtonLib
• bvp4cAD

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