SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Contributed Talk

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Rosenbrock-Krylov time stepping methods

A. Sandu and P. Tranquilli

Abstract
This talk discusses a new class of Rosenbrock-type integrators based on a Krylov space solution of the linear systems. The new family, called Rosenbrock-Krylov (Rosenbrock-K), is well suited for solving large scale systems of ODEs or semi-discrete PDEs. The time discretization and the Krylov space approximation are treated as a single computational process, and the Krylov space properties are an integral part of the new Rosenbrock-K order condition theory developed herein. Consequently, Rosenbrock-K methods require a small number of basis vectors determined solely by the temporal order of accuracy. The subspace size is independent of the ODE under consideration, and there is no need to monitor the errors in linear system solutions at each stage. Numerical results show favorable properties of Rosenbrock-K methods when compared to current Rosenbrock and Rosenbrock-W schemes.

Bibliography
[1] Paul Tranquilli and Adrian Sandu, Rosenbrock-Krylov Methods for Large Systems of Differential Equations, http://arxiv.org/abs/1305.5481

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