Fast Runge-Kutta approximation of inhomogeneous parabolic equations
Numerical Analysis
2011-11-10 v1
Abstract
The result after steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy , by solving only linear systems of equations. We derive, analyse, and numerically illustrate this fast algorithm.
Keywords
Cite
@article{arxiv.math/0504466,
title = {Fast Runge-Kutta approximation of inhomogeneous parabolic equations},
author = {María López-Fernández and Christian Lubich and Cesar Palencia and Achim Schädle},
journal= {arXiv preprint arXiv:math/0504466},
year = {2011}
}