An Investigation of the Use of Iterative Linear Equation Solvers in Codes for Large Stiff Systems of ODE's.
YALE UNIV NEW HAVEN CT DEPT OF COMPUTER SCIENCE
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This project deals with the problem of solving large systems of stiff ODEs. In particular, seen as one of the major issues is the choice of methods for solving the systems of linear and nonlinear equations that arise at each integration step. It is proposed to use variants of the preconditioned conjugate gradient method for solving the linear equations, and truncated Newton-like iterations for solving the nonlinear equations. The main objective is to determine whether the use of iterative methods for solving linear systems of algebraic equations in codes for large stiff systems of ODEs is competitive with sparse direct techniques. A more tangible objective is to produce a computer program that incorporates such an approach.
- Statistics and Probability
- Computer Programming and Software