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BIT Numerical Mathematics
Published in: BIT Numerical Mathematics 3/2014

01-09-2014

A splitting preconditioner for the iterative solution of implicit Runge-Kutta and boundary value methods

Author: Hao Chen

Published in: BIT Numerical Mathematics | Issue 3/2014

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Abstract

We study preconditioned iterative methods for the linear systems arising in the numerical integration of ODEs and time-dependent PDEs by implicit Runge-Kutta and boundary value methods. A preconditioning strategy based on a Kronecker product splitting of the coefficient matrix is proposed, and some useful properties of the preconditioned matrix are established. Numerical examples are presented to illustrate the effectiveness of this approach.
previous article A remedy for the failure of the numerical steepest descent method on a class of oscillatory integrals
next article Second-order LOD multigrid method for multidimensional Riesz fractional diffusion equation

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Metadata
Title
A splitting preconditioner for the iterative solution of implicit Runge-Kutta and boundary value methods
Author
Hao Chen
Publication date
01-09-2014
Publisher
Springer Netherlands
Published in
BIT Numerical Mathematics / Issue 3/2014
Print ISSN: 0006-3835
Electronic ISSN: 1572-9125
DOI
https://doi.org/10.1007/s10543-014-0467-3

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