Numerical methods for solving large-scale systems of differential equations. (English) Zbl 1526.65014
Summary: In this paper, we propose two new methods to solve large-scale systems of differential equations, which are based on the Krylov method. In the first one, the exact solution with the exponential projection technique of the matrix. In the second, we get a new problem of small size, by dropping the initial problem, and then we solve it in ways, such as the Rosenbrock and the BDF. Some theoretical results are presented such as an accurate expression of the remaining criteria. We give an expression of error report and numerical values to compare the two methods in terms of how long each method takes, and we also compare the approaches.
MSC:
| 65F50 | Computational methods for sparse matrices |
| 15A24 | Matrix equations and identities |
| 65F10 | Iterative numerical methods for linear systems |
| 65L05 | Numerical methods for initial value problems involving ordinary differential equations |
Keywords:
extended block Krylov subspace; systems of differential equations; BDF method; Rosenbrock method; matrix exponential; low-rank approximationReferences:
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