Residential College | false |
Status | 已發表Published |
Strang-type preconditioners for systems of LMF-based ODE codes | |
Chan R.H.1; Ng M.K.1; Jin X.-Q.2 | |
2001-04-01 | |
Source Publication | IMA Journal of Numerical Analysis |
ISSN | 02724979 |
Volume | 21Issue:2Pages:451-462 |
Abstract | We consider the solution of ordinary differential equations (ODEs) using boundary value methods. These methods require the solution of one or more unsymmetric, large and sparse linear systems. The GMRES method with the Strang-type block-circulant preconditioner is proposed for solving these linear systems. We show that if an A-stable boundary value method is used for an m-by-m system of ODEs, then our preconditioners are invertible and all the eigenvalues of the preconditioned systems are 1 except for at most 2m(k + k) outliers. It follows that when the GMRES method is applied to solving the preconditioned systems, the method will converge in at most 2m(k + k) + 1 iterations. Numerical results are given to illustrate the effectiveness of our methods. |
Keyword | Boundary-value Methods Stability Iteration |
DOI | 10.1093/imanum/21.2.451 |
URL | View the original |
Indexed By | SCIE |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000168263700001 |
Publisher | OXFORD UNIV PRESS |
Scopus ID | 2-s2.0-0035531729 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Affiliation | 1.Department of Mathematics, The Chinese University of Hong Kong,Shatin,HongKong 2.Faculty of Science and Technology, University of Macau,Macau |
Recommended Citation GB/T 7714 | Chan R.H.,Ng M.K.,Jin X.-Q.. Strang-type preconditioners for systems of LMF-based ODE codes[J]. IMA Journal of Numerical Analysis, 2001, 21(2), 451-462. |
APA | Chan R.H.., Ng M.K.., & Jin X.-Q. (2001). Strang-type preconditioners for systems of LMF-based ODE codes. IMA Journal of Numerical Analysis, 21(2), 451-462. |
MLA | Chan R.H.,et al."Strang-type preconditioners for systems of LMF-based ODE codes".IMA Journal of Numerical Analysis 21.2(2001):451-462. |
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