ISSN:
1573-7691
Keywords:
Stiff equations
;
Krylov methods
;
exponential propagation
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
Abstract A new time integrator for large, stiff systems of linear and nonlinear coupled differential equations is described. For linear systems, the method consists of forming a small (5–15-term) Krylov space using the Jacobian of the system and carrying out exact exponential propagation within this space. Nonlinear corrections are incorporated via a convolution integral formalism; the integral is evaluated via approximate Krylov methods as well. Gains in efficiency ranging from factors of 2 to 30 are demonstrated for several test problems as compared to a forward Euler scheme and to the integration package LSODE.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01060992
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