Variational Methods for Stable Time Discretization of First-Order Differential Equations

被引：4

作者：

Becher, Simon ^{[1
]}

Matthies, Gunar ^{[1
]}

Wenzel, Dennis ^{[1
]}

机构：

[1] Tech Univ Dresden, Dresden, Germany

来源：

ADVANCED COMPUTING IN INDUSTRIAL MATHEMATICS (BGSIAM 2017) | 2019年 / 793卷

关键词：

D O I：

10.1007/978-3-319-97277-0_6

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Starting from the well-known discontinuous Galerkin (dG) and continuous Galerkin-Petrov (cGP) time discretization schemes we derive a general class of variational time discretization methods providing the possibility for higher regularity of the numerical solutions. We show that the constructed methods have the same stability properties as dG or cGP, respectively, making them well-suited for the discretization of stiff systems of differential equations. Additionally, we empirically investigate the order of convergence and performance depending on the chosen method.

引用

页码：63 / 75

页数：13