Splitting methods for second-order initial value problems
We consider stiff initial-value problems for second-order differential equations of the special form y' = f(y). Stiff initial-value problem solvers are necessarily implicit, hence, we are faced with the problem of solving systems of implicit relations. This paper focuses on the construction and analysis of iterative solution methods which are effective in cases where the Jacobian of the righthand side of the differential equation can be split into a sum of matrices with a simple structure. These iterative methods consist of the modified Newton method and an iterative linear solver to deal with the linear Newton systems. The linear solver is based on the approximate factorization of the system matrix associated with the linear Newton systems. A number of convergence results are derived for the linear solver in the case where the Jacobian matrix can be split into commuting matrices. Such often problems arise in the spatial discretization of time-dependent partial differential equations. Furthermore, the stability matrix and the order of accuracy of the integration process are derived in the case of a finite number of iterations.
|Modelling, Analysis and Simulation [MAS]|
van der Houwen, P.J, & Messina, E. (1998). Splitting methods for second-order initial value problems. Modelling, Analysis and Simulation [MAS]. CWI.