Mathematics – Numerical Analysis
Scientific paper
2005-04-22
Numer. Math., Vol. 102, (2), 277 - 291, (2005)
Mathematics
Numerical Analysis
Scientific paper
10.1007/s00211-005-0624-3
The result after $N$ steps of an implicit Runge-Kutta time discretization of
an inhomogeneous linear parabolic differential equation is computed, up to
accuracy $\epsilon$, by solving only $$O\Big(\log N \log \frac1\epsilon \Big)
$$ linear systems of equations. We derive, analyse, and numerically illustrate
this fast algorithm.
Lopez-Fernandez Maria
Lubich Christian
Palencia Cesar
Schädle Achim
No associations
LandOfFree
Fast Runge-Kutta approximation of inhomogeneous parabolic equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Fast Runge-Kutta approximation of inhomogeneous parabolic equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fast Runge-Kutta approximation of inhomogeneous parabolic equations will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-612083