Stability of Approximate Factorization with theta-Methods

نویسندگان

  • W. H. Hundsdorfer
  • Willem Hundsdorfer
چکیده

Approximate factorization seems for certain problems a viable alternative to time splitting. Since a splitting error is avoided, accuracy will in general be favourable compared to time splitting methods. However, it is not clear to what extent stability is a ected by factorization. Therefore we study here the e ects of factorization on a simple, low order method, namely the -method. For this simple method it is possible to obtain rather precise results, showing limitations of the approximate factorization approach. 1991 Mathematics Subject Classi cation: 65L20, 65M12, 65M20

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تاریخ انتشار 1997