Time stepping free numerical solution of linear differential equations: Krylov subspace versus waveform relaxation

Mikhail A. Bochev, I.V. Oseledets, E.E. Tyrtyshnikov

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    Abstract

    The aim of this paper is two-fold. First, we propose an efficient implementation of the continuous time waveform relaxation method based on block Krylov subspaces. Second, we compare this new implementation against Krylov subspace methods combined with the shift and invert technique.
    Original languageUndefined
    Place of PublicationEnschede
    PublisherUniversity of Twente, Department of Applied Mathematics
    Number of pages18
    Publication statusPublished - Oct 2013

    Publication series

    NameMemorandum
    PublisherUniversity of Twente, Department of Applied Mathematics
    No.2017
    ISSN (Print)1874-4850
    ISSN (Electronic)1874-4850

    Keywords

    • Krylov subspace methods
    • Waveform relaxation
    • Residual
    • Low rank approximation
    • Richardson iteration
    • Anderson acceleration
    • Matrix exponential
    • IR-87448
    • METIS-300062
    • MSC-65L05
    • MSC-65F10
    • MSC-65F60
    • MSC-65F30
    • MSC-65N22
    • EWI-23803

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