Title
Strang-type preconditioners applied to ordinary and neutral differential-algebraic equations.
Abstract
This paper deals with boundary-value methods (BVMs) for ordinary and neutral differential-algebraic equations. Different from what has been done in Lei and Jin (Lecture Notes in Computer Science, vol. 1988. Springer: Berlin, 2001; 505-512), here, we directly use BVMs to discretize the equations. The discretization will lead to a nonsymmetric large-sparse linear system, which can be solved by the GMRES method. In order to accelerate the convergence rate of GMRES method, two Strang-type block-circulant preconditioners are suggested: one is for ordinary differential-algebraic equations (ODAEs), and the other is for neutral differential-algebraic equations (NDAEs). Under some suitable conditions, it is shown that the preconditioners are invertible, the spectra of the preconditioned systems are clustered, and the solution of iteration converges very rapidly. The numerical experiments further illustrate the effectiveness of the methods. Copyright (C) 2011 John Wiley & Sons, Ltd.
Year
DOI
Venue
2011
10.1002/nla.770
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Keywords
Field
DocType
ordinary and neutral differential-algebraic equations,linear systems,Strang-type preconditioner,boundary-value methods,convergence rate
Discretization,Mathematical optimization,Linear system,Generalized minimal residual method,Mathematical analysis,L-stability,Numerical partial differential equations,Differential algebraic equation,Rate of convergence,Mathematics,Multigrid method
Journal
Volume
Issue
ISSN
18
5
1070-5325
Citations 
PageRank 
References 
2
0.51
7
Authors
3
Name
Order
Citations
PageRank
Chengjian Zhang1194.04
Hao Chen2223.55
Leiming Wang320.51