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Stable continuous orthonormalisation techniques for linear boundary value problems

Published online by Cambridge University Press:  17 February 2009

P. M. van Loon  and
R. M. M. Mattheij
P. M. van Loon
Affiliation:
Computing Centre, Eindhoven University of Technology, P. O. Box 513, 5600 MB Eindhoven, The Netherlands.
R. M. M. Mattheij
Affiliation:
Department of Mathematics and Computing Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands.
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Abstract

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An investigation is made of a hybrid method inspired by Riccati transformations and marching algorithms employing (parts of) orthogonal matrices, both being decoupling algorithms. It is shown that this so-called continuous orthonormalisation is stable and practical as well. Nevertheless, if the problem is stiff and many output points are required the method does not give much gain over, say, multiple shooting.

Type
Research Article
Information
The ANZIAM Journal , Volume 29 , Issue 3 , January 1988 , pp. 282 - 295
Copyright
Copyright © Australian Mathematical Society 1988

References

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