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Fast Runge-Kutta approximation of inhomogeneous parabolic equations |
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| Authors: | María López-Fernández Christian Lubich Cesar Palencia Achim Schädle |
| Institution: | 1. Departamento de Matemática Aplicada y Computación, Universidad de Valladolid, Valladolid, Spain 2. Mathematisches Institut, Universit?t Tübingen, Auf der Morgenstelle 10, 72076, Tübingen, Germany 3. ZIB Berlin, Takustr. 7, 14195, Berlin, Germany |
| Abstract: | The result after N steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed,
up to accuracy ɛ, by solving only
linear systems of equations. We derive, analyse, and numerically illustrate this fast algorithm. |
| Keywords: | 65M20 |
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