Comparative study on order-reduced methods for linear third-order ordinary differential equations
Comparative study on order-reduced methods for linear third-order ordinary differential equations作者机构:State Key Laboratory of Scientific/Engineering Computing Institute of ComputationalMathematics and Scientific/Engineering Computing Academy of Mathematics andSystems Science Chinese Academy of Sciences P. O. Box 2719 Beijing 100190 China
出 版 物:《Frontiers of Mathematics in China》 (中国高等学校学术文摘·数学(英文))
年 卷 期:2012年第7卷第6期
页 面:1151-1168页
核心收录:
学科分类:07[理学] 070104[理学-应用数学] 0701[理学-数学]
基 金:supported by the State Key Laboratory of Scientific/ Engineering Computing Chinese Academy of Sciences
主 题:third-order ordinary differential equation order-reduced method sine discretization preeonditioner Krylov subspace method
摘 要:The linear third-order ordinary differential equation (ODE) can be transformed into a system of two second-order ODEs by introducing a variable replacement, which is different from the common order-reduced approach. We choose the functions p(z) and q(x) in the variable replacement to get different cases of the special order-reduced system for the linear third-order ODE. We analyze the numerical behavior and algebraic properties of the systems of linear equations resulting from the sine diseretizations of these special second-order ODE systems. Then the block-diagonal preconditioner is used to accelerate the convergence of the Krylov subspace iteration methods for solving the discretized system of linear equation. Numerical results show that these order-reduced methods are effective for solving the linear third-order ODEs.