| Authors | K. Mardal, T. K. Nilssen and G. A. Staff |
| Title | Order Optimal Preconditioners for Implicit Runge-Kutta Schemes Applied to Parabolic PDE's |
| Afilliation | Scientific Computing, , Scientific Computing |
| Project(s) | Center for Biomedical Computing (SFF) |
| Status | Published |
| Publication Type | Journal Article |
| Year of Publication | 2007 |
| Journal | SIAM Journal on Scientific Computing |
| Volume | 29 |
| Number | 1 |
| Pagination | 361-375 |
| Abstract | In this paper we show that standard preconditioners for parabolic PDEs discretized by implicit Euler or Crank-Nicolson schemes can be reused for higher-order fully implicit Runge-Kutta time discretization schemes. We prove that the suggested block diagonal preconditioners are order-optimal for A-stable and irreducible Runge-Kutta schemes with invertible coefficient matrices. The theoretical investigations are confirmed by numerical experiments. |
| Notes | Accepted for publication at SIAM Journal of Scientific Computing |
| Citation Key | Mardal.2006.5 |