A splitting preconditioner for the iterative solution of implicit Runge-Kutta and boundary value met

来源 :2013第十三届微分方程数值方法学术会议暨第十届仿真算法学术会议 | 被引量 : 0次 | 上传用户:JavaProDev
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  We study preconditioned iterative methods for the linear systems arising in the numerical integration of ODEs and time-dependent PDEs by implicit Runge-Kutta and boundary value methods.A preconditioning strategy based on an alternating direction splitting of the coefficient matrix is proposed,and some useful properties of the preconditioned matrix are established.Numerical examples are presented to illustrate the effectiveness of this approach.
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