The Mathematical Institute, University of Oxford, Eprints Archive

GMRES for oscillatory matrix-valued differential equations

Olver, Sheehan (2009) GMRES for oscillatory matrix-valued differential equations. Technical Report. Springer (ICOSAHOM conference proceeding). (Submitted)

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Abstract

We investigate the use of Krylov subspace methods to solve linear, oscillatory ODEs. When we apply a Krylov subspace method to a properly formulated equation, we retain the asymptotic accuracy of the asymptotic expansion whilst converging to the exact solution. We will demonstrate the effectiveness of this method by computing Error and Mathieu functions.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:866
Deposited By:Lotti Ekert
Deposited On:17 Dec 2009 08:09
Last Modified:17 Dec 2009 08:09

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