EEMCS

Home > Publications
Home University of Twente
Education
Research
Prospective Students
Jobs
Publications
Intranet (internal)
 
 Nederlands
 Contact
 Search
 Organisation

EEMCS EPrints Service


21277 A block Krylov subspace time-exact solution method for linear ODE systems
Home Policy Brochure Browse Search User Area Contact Help

Botchev, M.A. (2012) A block Krylov subspace time-exact solution method for linear ODE systems. Memorandum 1973, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

Full text available as:

PDF

346 Kb
Open Access



Official URL: http://www.math.utwente.nl/publications

Exported to Metis

Abstract

We propose a time-exact Krylov-subspace-based method for solving linear ODE (ordinary differential equation) systems of the form $y'=-Ay + g(t)$ and $y''=-Ay + g(t)$, where $y(t)$ is the unknown function. The method consists of two stages. The first stage is an accurate piecewise polynomial approximation of the source term $g(t)$, constructed with the help of the truncated SVD (singular value decomposition). The second stage is a special residual-based block Krylov subspace method.
The accuracy of the method is only restricted by the accuracy of the piecewise polynomial approximation and by the error of the block Krylov process. Since both errors can, in principle, be made arbitrarily small, this yields, at some costs, a time-exact method. Numerical experiments are presented to demonstrate efficiency of the new method, as compared to an exponential time integrator with Krylov subspace matrix function evaluations.

Item Type:Internal Report (Memorandum)
Research Group:EWI-MACS: Mathematics of Computational Science
Additional Information:The author's surname can also be spelled as "Bochev"
Uncontrolled Keywords:Block Krylov subspace methods, Matrix exponential, Exponential time integration, Unconditionally stable time integration, Exponential residual, Truncated SVD, Proper orthogonal decomposition
ID Code:21277
Deposited On:17 January 2012
More Information:statisticsmetis

Export this item as:

To correct this item please ask your editor

Repository Staff Only: edit this item