GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems
SIAM Journal on Scientific and Statistical Computing
Hi-index | 31.45 |
We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three-dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed using a 25-point molecule that leads to a coefficient matrix with equal number of diagonals. The method is an extension of Stone's implicit procedure, includes a vast class of collision terms and can be applied to stationary or non stationary problems with different discretizations in time. Test calculations and comparisons with other methods are presented in two stationary examples, including an astrophysical application for the Miyamoto-Nagai disk potential for a typical galaxy.