In the recent papers of Gerlach (SIAM Rev. 36 (1994) 272-276) and Ford and Pennline (SIAM Rev. 38 (1996) 658-659) a class of iterative methods for solving a single equation f(x) = 0, with arbitrary rate of convergence, has been presented. In this paper we show that this class is equivalent to ΓΏve ot
On simulation methods for solving the Boltamann equation
β Scribed by H. Ploss
- Publisher
- Springer Vienna
- Year
- 1987
- Tongue
- English
- Weight
- 622 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0010-485X
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π SIMILAR VOLUMES
## Computer simulation of dynamic systems very often leads to the solution of a set of stiff ordinary differential equations. The solution of this set of equations involves the eigenvalues of its Jacobian matrix. The greater the spread in eigenvalues, the more time consuming the solutions become
Runge-Kutta formulas are given which are suited to the tasks arising in simulation. They are methods permitting interpolation which use overlap into the succeeding step to reduce the cost of a step and its error estimate.
Two classes of algorithms for equation solving are presented and analyzed. These algorithms have been devised in recent years because of the computational facility of the multiprocessor. The first class consists of parallel search methods while the second class consists of asynchronous methods. The