A numerical technique for time dependent differential<br/><br/>equations

Thursday, August 5, 2010 - 2:30pm - 3:00pm
Keller 3-180
Jingfang Huang (University of North Carolina, Chapel Hill)
In this talk, we discuss a numerical scheme for the accurate and efficient
solution of time dependent partial differential equations. The technique
first discretizes the temporal direction using Gaussian type nodes and
spectral integration, and applies low-order time marching schemes to
form a preconditioned elliptic system. The better conditioned system is
then solved iteratively using Jacobi-Free Newton–Krylov techniques, and
each function evaluation is simply one low-order time-stepping
of the error by solving a decoupled system using available fast elliptic
equation solvers. Preliminary numerical experiments show that this
can be unconditionally stable and spectrally accurate in both temporal and
spatial directions.
MSC Code: