LFU:online

Institut für Mathematik Institut für Mathematik

Univ.-Prof. Mag. Dr. Alexander Ostermann Univ.-Prof. Mag. Dr. Alexander Ostermann, +43 512 507 53810

702710

Innovative Integratoren (Exponentielle Integratoren, Splittingverfahren)

VO 2

4

wöch.

keine Angabe

Deutsch

Efficient time integration of evolution equations requires particular methods. For quite a long time, implicit and linearly implicit methods had been the methods of choice. These methods, however, require the solution of large systems of (non)linear equations which can be the bottleneck in computations. In recent years, exponential integrators have become an attractive alternative in many situations. In contrast to classical methods, exponential integrators make explicit use of the matrix exponential and related matrix functions. The lecture will be based on the recent review article in Acta Numerica. A smaller part of the lecture will be devoted to the theory and numerical analysis of splitting methods for ordinary differential equations. The lecture will be complemented by an exercise session.

M. Hochbruck, A. Ostermann: Exponential integrators, Acta Numerica 19, 209-286 (2010) E. Hairer, C. Lubich, G. Wanner: Geometric numerical integration. Springer Verlag, 2005.

Beginn: 04.10.2010