A parallel preconditioning technique for boundary value methods
type: Item
instance of: scholarly article
title: A parallel preconditioning technique for boundary value methods
zbMATH Open document ID: 0805.65077
DOI: 10.1016/0168-9274(93)90002-9
author: Donato Trigiante
author: Luigi Brugnano
published in: Applied Numerical Mathematics
publication date: 1995-02-02T00:00:00Z
review text: This paper considers the boundary value method described in the authors' previous paper [ibid. 13, No. 4, 291-304 (1993; Zbl 0805.65076)]. For the constant coefficient initial value problem \(y'=Ly+b(t)\), \(y(t_ 0)=y_ 0\) a boundary value method approximates the solution by solving a linear system arising from the repeated application of a two-step difference scheme followed by a single application of a one-step difference scheme. As for the previous paper, a sequence of geometrically increasing stepsizes is considered. This paper is concerned with efficient solution of the linear system by preconditioning the matrix. Selection of the preconditioner is motivated by approximating the differential operator leading to the linear system. Parallel implementation and matrix transformation for efficiency are discussed. Experience with three large scale test problems and comparison with the solutions obtained using LSODE are indicated. Since the convergence of the approximate solution to the continuous solution is in some doubt for the stepsize sequence considered (see previous review), the utility of this technique may only be realized after suitably modifying the stepsize sequence to ensure convergence.
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 65L12
Mathematics Subject Classification ID: 65L50
Mathematics Subject Classification ID: 65L20
Mathematics Subject Classification ID: 65F10
Mathematics Subject Classification ID: 65F35
Mathematics Subject Classification ID: 34A30
zbMATH DE Number: 516619
zbMATH Keywords: parallel computation
zbMATH Keywords: stepsize selection
zbMATH Keywords: initial value problem
zbMATH Keywords: boundary value method
zbMATH Keywords: two-step difference scheme
zbMATH Keywords: preconditioning
zbMATH Keywords: large scale test problems
zbMATH Keywords: convergence
describes a project that uses: ODEPACK
MaRDI profile type: MaRDI publication profile
full work available at URL: 0168-9274(93)90002-9
OpenAlex ID: W1975982894
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description: scientific article; zbMATH DE number 516619