Publication Date:
2014-02-26
Description:
The result after $N$ steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy $\varepsilon$, by solving only $$O\Big(\log N\, \log \frac1\varepsilon \Big) $$ linear systems of equations. We derive, analyse, and numerically illustrate this fast algorithm.
Keywords:
ddc:000
Language:
English
Type:
reportzib
,
doc-type:preprint
Format:
application/pdf
Format:
application/postscript
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