A Fast Block Krylov Implicit Runge–Kutta Method for Solving Large-Scale Ordinary Differential Equations

A. Bouhamidi () and K. Jbilou ()
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A. Bouhamidi: LMPA Universite du Littoral Cote d’Opale
K. Jbilou: LMPA Universite du Littoral Cote d’Opale

A chapter in Optimization, Simulation, and Control, 2013, pp 319-330 from Springer

Abstract: Abstract In this chapter, we describe a new based block Krylov–Runge–Kutta method for solving stiff ordinary differential equations. We transform the linear system arising in the application of Newton’s method to a nonsymmetric matrix Stein equation that will be solved by a block Krylov iterative method. Numerical examples are given to illustrate the performance of our proposed method.

Keywords: Block Krylov; Newton method; ODE; Optimization; Runge–Kutta (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-5131-0_20

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DOI: 10.1007/978-1-4614-5131-0_20

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