Efficient implementation of Radau collocation methods (1302.1037v1)

Published 5 Feb 2013 in math.NA

Abstract: In this paper we define an efficient implementation of Runge-Kutta methods of Radau IIA type, which are commonly used when solving stiff ODE-IVPs problems. The proposed implementation relies on an alternative low-rank formulation of the methods, for which a splitting procedure is easily defined. The linear convergence analysis of this splitting procedure exhibits excellent properties, which are confirmed by its performance on a few numerical tests.

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