In this article, we introduce a low cost method for integrating large dimensional linear initial value problems based on the Arnoldi algorithm for matrix functions.We also describe a very efficient step-size control technique and compare a resulting algorithm of order 4 with the standard Matlab solvers on linear stiff problems arising from the discretization of parabolic equations.
A low cost Arnoldi method for large linear initial value problems
Paolo Novati
2004-01-01
Abstract
In this article, we introduce a low cost method for integrating large dimensional linear initial value problems based on the Arnoldi algorithm for matrix functions.We also describe a very efficient step-size control technique and compare a resulting algorithm of order 4 with the standard Matlab solvers on linear stiff problems arising from the discretization of parabolic equations.File in questo prodotto:
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