ROWMAP - A ROW-CODE WITH KRYLOV TECHNIQUES FOR LARGE STIFF ODES

Citation
R. Weiner et al., ROWMAP - A ROW-CODE WITH KRYLOV TECHNIQUES FOR LARGE STIFF ODES, Applied numerical mathematics, 25(2-3), 1997, pp. 303-319
Citations number
21
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
01689274
Volume
25
Issue
2-3
Year of publication
1997
Pages
303 - 319
Database
ISI
SICI code
0168-9274(1997)25:2-3<303:R-ARWK>2.0.ZU;2-R
Abstract
We present a Krylov-W-code ROWMAP for the integration of stiff initial value problems. It is based on the ROW-methods of the code ROS4 of Ha irer and Wanner and uses Krylov techniques for the solution of linear systems. A special multiple Arnoldi process ensures order p = 4 alread y for fairly low dimensions of the Krylov subspaces independently of t he dimension of the differential equations. Numerical tests and compar isons with the multistep code VODPK illustrate the efficiency of ROWMA P for large stiff systems. Furthermore, the application to nonautonomo us systems is discussed in more detail. (C) 1997 Elsevier Science B.V.