Stability of Approximate Factorization with θ-Methods

被引：0
|
作者：
Willem Hundsdorfer
机构：
[1] CWI,
来源：
BIT Numerical Mathematics | 1999年 / 39卷
关键词：
Numerical analysis; splitting methods; approximate factorizations;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Approximate factorization seems for certain problems a viable alternative to time splitting. Since a splitting error is avoided, accuracy will in general be favourable compared to time splitting methods. However, it is not clear to what extent stability is affected by factorization. Therefore we study here the effects of factorization on a simple, low order method, namely the θ-method. For this simple method it is possible to obtain rather precise results, showing limitations of the approximate factorization approach.
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页码：473 / 483
页数：10
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