The alpha-method of numerical integration of ODEs and DAEs: regularization and multi-scale properties

The alpha-method of numerical integration of ODEs and DAEs: regularization and multi-scale properties

Wed, 20/10/2010
10:10 		Dr Soumyendu Raha (Indian Institute of Science) OCCAM Wednesday Morning Event Add to calendar OCCAM Common Room (RI2.28)
The alpha-method of numerical integration of ODEs and DAEs: regularization and multi-scale properties
We shall discuss a simple low order numerical integration scheme for ODEs and DAEs. The scheme has a parameter that allows for regularization of Jacobian of stiff problems and for numerically elucidating multi-scale response, if any, in some problems.