Rosenbrock Type Methods for Solving Non-Linear Second-Order in Time Problems

In this work, we develop a new class of methods which have been created in order to numerically solve non-linear second-order in time problems in an efficient way. These methods are of the Rosenbrock type, and they can be seen as a generalization of these methods when they are applied to second-orde...

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Detalhes bibliográficos
Autor: Moreta Santos, María Jesús
Tipo de documento: artigo
Data de publicação:2021
País:España
Recursos:Universidad Complutense de Madrid (UCM)
Repositório:Docta Complutense
Idioma:inglês
OAI Identifier:oai:docta.ucm.es:20.500.14352/5016
Acesso em linha:https://hdl.handle.net/20.500.14352/5016
Access Level:Acceso aberto
Palavra-chave:Second-order in time problems
Non-linear problems
Rosenbrock type methods.
Análisis Numérico
1206: Análisis Numérico
Descrição
Resumo:In this work, we develop a new class of methods which have been created in order to numerically solve non-linear second-order in time problems in an efficient way. These methods are of the Rosenbrock type, and they can be seen as a generalization of these methods when they are applied to second-order in time problems which have been previously transformed into first-order in time problems. As they also follow the ideas of Runge–Kutta–Nyström methods when solving second-order in time problems, we have called them Rosenbrock–Nyström methods. When solving non-linear problems, Rosenbrock–Nyström methods present less computational cost than implicit Runge–Kutta–Nyström ones, as the non-linear systems which arise at every intermediate stage when Runge–Kutta–Nyström methods are used are replaced with sequences of linear ones.