4.7 Article

Generalized Stormer-Cowell methods with efficient iterative solver for large-scale second-order stiff semilinear systems

Journal

APPLIED MATHEMATICS AND COMPUTATION
Volume 400, Issue -, Pages -

Publisher

ELSEVIER SCIENCE INC
DOI: 10.1016/j.amc.2021.126062

Keywords

Second-order semilinear ordinary differential equations; Generalized Stormer-Cowell methods; Boundary value methods; Convergence; Preconditioner

Funding

  1. National Natural Science Foundation of China [11971085]
  2. Program of Chongqing Innovation Research Group Project in University [CXQT19018]
  3. Scientific and Technological Research Program of Chongqing Municipal Education Commission [KJQN202000543]

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This study investigates the convergence and efficient implementation of generalized Stormer-Cowell methods (GSCMs) when applied to large-scale second-order stiff semilinear systems. Theoretical analysis proves the uniqueness and convergence order of the GSCMs under certain conditions. Practical computation involves a linear iterative scheme for solving discretized nonlinear algebraic equations and a block triangular preconditioning strategy for solving linear systems. Numerical tests demonstrate the effectiveness of the proposed methods.
This paper studies the convergence and efficient implementation of generalized Stormer-Cowell methods (GSCMs) when they are applied to large-scale second-order stiff semilinear systems with the stiffness contained in the linear part. Theoretically, we prove that under some conditions the GSCMs are uniquely solvable and convergent of order p, where p is the consistence order of the methods. In practical computation, the discretized nonlinear algebraic equations can be implemented by a linear iterative scheme which is shown to be convergent. Meanwhile, a block triangular preconditioning strategy is proposed to solve the associated linear systems. Numerical tests are given to illustrate the effectiveness of the methods. (C) 2021 Elsevier Inc. All rights reserved.

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