In the nineties, Van der Houwen et al. (see, e.g., [P.J. van der Houwen, B.P. Sommeijer, J.J. de Swart, Parallel predictor-corrector methods, J. Comput. Appl. Math. 66 (1996) 53-71; P.J. van der Houwen, J.J.B. de Swart, Triangularly implicit iteration methods for ODE-IVP solvers, SIAM J. Sci. Comput. 18 (1997) 41-55; P.J. van der Houwen, J.J.B. de Swart, Parallel linear system solvers for Runge-Kutta methods, Adv. Comput. Math. 7 (1-2) (1997) 157-181]) introduced a linear analysis of convergence for studying the properties of the iterative solution of the discrete problems generated by implicit methods for ODEs. This linear convergence analysis is here recalled and completed, in order to provide a useful quantitative tool for the analysis of splittings for solving such discrete problems. Indeed, this tool, in its complete form, has been actively used when developing the computational codes BiM and BiMD [L. Brugnano, C. Magherini, The BiM code for the numerical solution of ODEs, J. Comput. Appl. Math. 164-165 (2004) 145-158. Code available at: http://www.math.unifi.it/~brugnano/BiM/index.html; L. Brugnano, C. Magherini, F. Mugnai, Blended implicit methods for the numerical solution of DAE problems, J. Comput. Appl. Math. 189 (2006) 34-50]. Moreover, the framework is extended for the case of special second order problems. Examples of application, aimed to compare different iterative procedures, are also presented.
Recent Advances in Linear Analysis of Convergence for Splittings for Solving ODE problems
BRUGNANO, LUIGI;MAGHERINI, CECILIA
2009-01-01
Abstract
In the nineties, Van der Houwen et al. (see, e.g., [P.J. van der Houwen, B.P. Sommeijer, J.J. de Swart, Parallel predictor-corrector methods, J. Comput. Appl. Math. 66 (1996) 53-71; P.J. van der Houwen, J.J.B. de Swart, Triangularly implicit iteration methods for ODE-IVP solvers, SIAM J. Sci. Comput. 18 (1997) 41-55; P.J. van der Houwen, J.J.B. de Swart, Parallel linear system solvers for Runge-Kutta methods, Adv. Comput. Math. 7 (1-2) (1997) 157-181]) introduced a linear analysis of convergence for studying the properties of the iterative solution of the discrete problems generated by implicit methods for ODEs. This linear convergence analysis is here recalled and completed, in order to provide a useful quantitative tool for the analysis of splittings for solving such discrete problems. Indeed, this tool, in its complete form, has been actively used when developing the computational codes BiM and BiMD [L. Brugnano, C. Magherini, The BiM code for the numerical solution of ODEs, J. Comput. Appl. Math. 164-165 (2004) 145-158. Code available at: http://www.math.unifi.it/~brugnano/BiM/index.html; L. Brugnano, C. Magherini, F. Mugnai, Blended implicit methods for the numerical solution of DAE problems, J. Comput. Appl. Math. 189 (2006) 34-50]. Moreover, the framework is extended for the case of special second order problems. Examples of application, aimed to compare different iterative procedures, are also presented.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
