Generalized Störmer-Cowell methods with efficient iterative solver for large-scale second-order stiff semilinear systems

摘要

This paper studies the convergence and efficient implementation of generalized Störmer-Cowell methods (GSCMs) when they are applied to large-scale second-order stiff semilinear systems with the stiffness contained in the linear part. Theoretically, we prove that under some conditions the GSCMs are uniquely solvable and convergent of order p, where p is the consistence order of the methods. In practical computation, the discretized nonlinear algebraic equations can be implemented by a linear iterative scheme which is shown to be convergent. Meanwhile, a block triangular preconditioning strategy is proposed to solve the associated linear systems. Numerical tests are given to illustrate the effectiveness of the methods.

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