Krylov subspace residual and restarting for certain second order differential equations

Autor: Botchev, M. A., Knizhnerman, L. A., Schweitzer, M.
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on a residual notion for second order ODEs, which allows to extend the ``residual-time restarting'' Krylov subspace framework -- which was recently introduced for exponential and $\varphi$-functions occurring in time integration of first order ODEs -- to our setting. We then show that the computational cost can be further reduced in many cases by using our restarting in the Gautschi cosine scheme. We analyze residual convergence in terms of Faber and Chebyshev series and supplement these theoretical results by numerical experiments illustrating the efficiency of the proposed methods.
Databáze: arXiv