论文信息 - A low cost Arnoldi method for large linear initial value problems

A low cost Arnoldi method for large linear initial value problems

In this article, we introduce a low cost method for integrating large dimensional linear initial value problems based on the Arnoldi algorithm for matrix functions. We also describe a very efficient step-size control technique and compare a resulting algorithm of order 4 with the standard Matlab solvers on linear stiff problems arising from the discretization of parabolic equations.

Paolo Novati | P. Novati

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