Explicit and implicit ode solvers using Krylov subspace optimization: Application to the diffusion equation and parabolic Maxwell`s system
The authors solve the Cauchy problem for an ODE system Au + {partial_derivative}u/{partial_derivative}t = 0, u{vert_bar}{sub t=0} = {var_phi}, where A is a square real nonnegative definite symmetric matrix of the order N, {var_phi} is a vector from R{sup N}. The stiffness matrix A is obtained due to semi-discretization of a parabolic equation or system with time-independent coefficients. The authors are particularly interested in large stiff 3-D problems for the scalar diffusion and vectorial Maxwell`s equations. First they consider an explicit method in which the solution on a whole time interval is projected on a Krylov subspace originated by A. Then they suggest another Krylov subspace with better approximating properties using powers of an implicit transition operator. These Krylov subspace methods generate optimal in a spectral sense polynomial approximations for the solution of the ODE, similar to CG for SLE.
- Research Organization:
- Front Range Scientific Computations, Inc., Boulder, CO (United States); USDOE, Washington, DC (United States); National Science Foundation, Washington, DC (United States)
- OSTI ID:
- 219571
- Report Number(s):
- CONF-9404305--Vol.2; ON: DE96005736
- Country of Publication:
- United States
- Language:
- English
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