Analysis approximate factorization in iteration methods
The article is concerned with stiff systems of ordinary differential equations arising from spiritual discretization of time- and space-dependent partial differential equations. Since numerical solvers for corresponding initial value problems must necessarily be implicit for stability reasons, a large system of equations has to be solved in each time step. For the solution of the linear systems occurring in a corresponding Newton iteration, the authors propose a parallel iterative solver based on an approximate factorization of the matrix. In particular, convergence and stability regions are derived.
scientific article; zbMATH DE number 1311276