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Miscellany

A low cost Arnoldi method for large linear initial value problems

Pages 835-844 | Accepted 05 Mar 2004, Published online: 25 Jan 2007
 

Abstract

In this article, we introduce a low cost method for integrating large dimensional linear initial value problems based on the Arnoldi algorithm for matrix functions. We also describe a very efficient step-size control technique and compare a resulting algorithm of order 4 with the standard Matlab solvers on linear stiff problems arising from the discretization of parabolic equations.

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