Publication Date:
2014-02-26
Description:
Based on a simple stability analysis for the semi--implicit Euler discretization a new dynamic sparsing procedure is derived. This procedure automatically eliminates ``small'' elements of the Jacobian matrix. As a consequence, the amount of work needed to handle the linear algebra within a semi--implicit extrapolation integrator can be reduced drastically. Within the course of integration the sparsing criterion, which decides what ``small'' means, is dynamically adapted to ensure stability of the discretization scheme. Thus, stepsize restrictions due to instability can be avoided. Numerical experiments for quite different problems show robustness and efficiency of this dynamic sparsing technique. The techniques developed here in the context of stiff extrapolation integrators can, in principle, be applied to W--methods, where exact Jacobians may be replaced by ``sufficiently good'' approximations. {\bf Keywords:} Large scale integration, extrapolation methods, stiff ODEs, W--methods, sparse matrix techniques.
Keywords:
ddc:000
Language:
English
Type:
reportzib
,
doc-type:preprint
Format:
application/postscript
Format:
application/pdf
