Recent advances in linear analysis of convergence for splittings for solving ODE problems

  • Authors:
  • Luigi Brugnano;Cecilia Magherini

  • Affiliations:
  • Dipartimento di Matematica “U. Dini”, Viale Morgagni 67/A, 50134 Firenze, Italy;Dipartimento di Matematica Applicata “U. Dini”, Via Buonarroti 1/C, 56127 Pisa, Italy

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2009

Quantified Score

Hi-index 0.00

Visualization

Abstract

In the nineties, Van der Houwen et al. (see, e.g., [P.J. van der Houwen, B.P. Sommeijer, J.J. de Swart, Parallel predictor-corrector methods, J. Comput. Appl. Math. 66 (1996) 53-71; P.J. van der Houwen, J.J.B. de Swart, Triangularly implicit iteration methods for ODE-IVP solvers, SIAM J. Sci. Comput. 18 (1997) 41-55; P.J. van der Houwen, J.J.B. de Swart, Parallel linear system solvers for Runge-Kutta methods, Adv. Comput. Math. 7 (1-2) (1997) 157-181]) introduced a linear analysis of convergence for studying the properties of the iterative solution of the discrete problems generated by implicit methods for ODEs. This linear convergence analysis is here recalled and completed, in order to provide a useful quantitative tool for the analysis of splittings for solving such discrete problems. Indeed, this tool, in its complete form, has been actively used when developing the computational codes BiM and BiMD [L. Brugnano, C. Magherini, The BiM code for the numerical solution of ODEs, J. Comput. Appl. Math. 164-165 (2004) 145-158. Code available at: http://www.math.unifi.it/~brugnano/BiM/index.html; L. Brugnano, C. Magherini, F. Mugnai, Blended implicit methods for the numerical solution of DAE problems, J. Comput. Appl. Math. 189 (2006) 34-50]. Moreover, the framework is extended for the case of special second order problems. Examples of application, aimed to compare different iterative procedures, are also presented.