Exploiting the sparsity in the solution of linear ordinary differential equations

DOI10.1016/0898-1221(85)90186-5zbMath0576.65062OpenAlexW2054516435MaRDI QIDQ1064745

Zahari Zlatev, Jerzy Wasniewski, Kjeld Schaumburg

Publication date: 1985

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(85)90186-5

zbMATH Keywords

numerical examplesGaussian eliminationRunge-Kutta methodserror controllarge systemsstorageschemeiterative refinementsparse matrix techniquequasi- Newton iterative process

Mathematics Subject Classification ID

Electromagnetic interaction; quantum electrodynamics (81V10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

A survey of the advances in the exploitation of the sparsity in the solution of large problems, Exploiting the separability in the solution of systems of linear ordinary differential equations

Uses Software

• NAG
• LINPACK
• DIFSUB
• Y12M
• MA28

Cites Work

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• Comparison of Two Algorithms for Solving Large Linear Systems
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• A special family of Runge-Kutta methods for solving stiff differential equations
• Some Design Features of a Sparse Matrix Code
• The Potential for Parallelism in Runge–Kutta Methods. Part 1: RK Formulas in Standard Form
• The automatic integration of ordinary differential equations