A stiff-cutter for stiff ODEs

主讲人：孙海卫

摘要：In this talk, we study a new splitting method for the stiff semi-linear ODEs, where the linear part is stiff. Firstly, we split the linear part into two parts: The first stiff part, that is called the stiff-cutter and expected to be easily inverted, is implicitly treated. The second stiff part and the remaining nonlinear part are explicitly treated. Therefore, such stiff-cut method can be fast implemented and save the CPU time. Theoretically, we rigorously prove that the proposed method is unconditionally stable and convergent, if the stiff-cutter is proposed chosen to be dominant in the stiff part. As an application, we apply our method to solve a spatial-fractional reaction-diffusion equation and give a way for how to choose a suitable stiff-cutter. Finally, numerical experiments are carried out to illustrate the accuracy and efficiency of the proposed stiff-cut method.

主讲人简介：孙海卫，澳门大学教授，1996年于香港中文大学获得博士学位。主要研究领域为数值线性代数、分数阶微分方程快速算法、数值偏微分方程以及计算金融等。在SIAM J. Numer. Anal.，SIAM J.Sci. Comut.等计算数学众多权威刊物上共发表100余篇高等水平研究论文，担任国际期刊 “International Journal Computer Mathematics” 编委。于2018年获得澳门自然科学奖二等奖，主持澳门科学技术发展基金多项。

邀请人：李东方

时间：2023年5月8日（星期一）9:30-11:30