Acceleration of implicit schemes for large systems of nonlinear ODEs

MaRDI QIDQ964098zbMATH OpenFDO

Authors Mouhamad Al Sayed Ali, M. Sadkane

Publication date 14 April 2010

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/231093, http://www.emis.de/journals/ETNA/vol.35.2009/pp104-117.dir/pp104-117.pdf

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zbMATH Keywords

convergence accelerationGMRESimplicit schemesinexact NewtonKrylov subspace methodline searchnonlinear equationsnonlinear ODE systemstrust region

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

The authors study the acceleration of implicit schemes for large systems of nonlinear ordinary differential equations (ODEs). They describe the subspace of approximation and provide estimates for the error between the exact and the approximate solution of the implicit scheme. In view of the line search and trust region algorithm, a method of computing a good descent direction and a good initial guess for each linear system is given. The algorithmic aspect of the proposed approach and the numerical effectiveness on a very stiff problem is given. The generalized minimal residual (GMRES) Krylov subspace method is used in the discussions.

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(7)

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• Acceleration of implicit schemes for large linear systems of differential-algebraic equations
• Improved predictor schemes for large systems of linear ODEs
• Implicit peer methods for large stiff ODE systems
• Acceleration of implicit schemes for large systems of delay differential equations
• Mixed precision implicit numerical schemes for systems of ordinary differential equations

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