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Preconditioning methods for high‐order strongly stable time integration methods with an application for a DAE problem
Author(s) -
Axelsson Owe,
Blaheta Radim,
Kohut Roman
Publication year - 2015
Publication title -
numerical linear algebra with applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.02
H-Index - 53
eISSN - 1099-1506
pISSN - 1070-5325
DOI - 10.1002/nla.2015
Subject(s) - mathematics , algebraic number , reduction (mathematics) , linear system , consolidation (business) , mathematical optimization , block (permutation group theory) , mathematical analysis , geometry , accounting , business
Summary High‐order strongly stable time integration method enables use of large time steps and is applicable also for differential–algebraic problems, without any order reduction. At each time step, frequently a large‐scale linear algebraic system must be solved. To solve the arising block matrix systems, an efficient preconditioning method is presented and analysed. The method is applied for the solution of a consolidation problem arising in poroelasticity. Copyright © 2015 John Wiley & Sons, Ltd.