Analysis of parallel diagonal-implicit iteration of Runge-Kutta methods:

Abstract: "In this paper, we analyse parallel, diagonally- implicit iteration of Runge-Kutta methods (PDIRK methods) for solving large systems of stiff equations on parallel computers. Like Newton-iterated backward differentiation formulas (BDFs), these PDIRK methods are such that in each step...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Houwen, Pieter J. van der (VerfasserIn), Sommeijer, Ben P. ca. 20. Jh (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Amsterdam 1991
Schriftenreihe:Centrum voor Wiskunde en Informatica <Amsterdam> / Afdeling Numerieke Wiskunde: Report NM 1991,14
Schlagworte:
Zusammenfassung:Abstract: "In this paper, we analyse parallel, diagonally- implicit iteration of Runge-Kutta methods (PDIRK methods) for solving large systems of stiff equations on parallel computers. Like Newton-iterated backward differentiation formulas (BDFs), these PDIRK methods are such that in each step the (sequential) costs consists of solving a number of linear systems with the same matrix of coefficients and with the same dimension as the system of differential equations. Although for PDIRK methods the number of linear systems is usually higher than for Newton iteration of BDFs, the more computational intensive work of computing the matrix of coefficients and its LU decomposition is identical
The advantage of PDIRK methods over Newton-iterated BDFs is their unconditional stability (A-stability for Gauss-based methods and L- stability for Radau-based methods) for any order of accuracy.
Beschreibung:13 S.