Fast Runge-Kutta approximation of inhomogeneous parabolic equations:

Abstract: "The result after N steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy [epsilon], by solving only O(log N log 1/[epsilon]) linear systems of equations. We derive, analyse, and numerically illustra...

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Bibliographic Details
Format: Book
Language:English
Published: Berlin Konrad-Zuse-Zentrum für Informationstechnik 2005
Series:ZIB-Report / Konrad-Zuse-Zentrum für Informationstechnik Berlin 2005,10
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Summary:Abstract: "The result after N steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy [epsilon], by solving only O(log N log 1/[epsilon]) linear systems of equations. We derive, analyse, and numerically illustrate this fast algorithm."
Physical Description:13 S.

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