Wed, 20 Oct 2010
10:15 -
11:00
OCCAM Common Room (RI2.28)
The alpha-method of numerical integration of ODEs and DAEs: regularization and multi-scale properties
Dr Soumyendu Raha
(Indian Institute of Science)
Abstract
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.