Linear iterative solvers for implicit ODE methods
Conference
·
OSTI ID:6680656
In this paper we consider the numerical solution of stiff initial value problems, which lead to the problem of solving large systems of mildly nonlinear equations. For many problems derived from engineering and science, a solution is possible only with methods derived from iterative linear equation solvers. A common approach to solving the nonlinear equations is to employ an approximate solution obtained from an explicit method. In this paper we shall examine the error to determine how it is distributed among the stiff and non-stiff components, which bears on the choice of an iterative method. Our conclusion is that error is (roughly) uniformly distributed, a fact that suggests the Chebyshev method (and the accompanying Manteuffel adaptive parameter algorithm). we describe this method, also commenting on Richardson's method and its advantages for large problems. We then apply Richardson's method and the Chebyshev method with the Manteuffel algorithm to the solution of the nonlinear equations by Newton's method. 25 refs.
- Research Organization:
- Illinois Univ., Urbana, IL (USA). Dept. of Computer Science
- Sponsoring Organization:
- DOE/ER; NSF
- DOE Contract Number:
- FG02-87ER25026
- OSTI ID:
- 6680656
- Report Number(s):
- DOE/ER/25026-37; CONF-9004231--2; ON: DE90015874; CNN: DMS 89-11410
- Country of Publication:
- United States
- Language:
- English
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