Abstract:
Explicit methods for numerical integration of ordinary differential
equations are very appealing from the viewpoint of computations: they
are cost efficient and ideally suit for massive parallel computers. As
usual, one has to pay for the advantages: stability properties of
explicit methods are rather poor and the Courant time steps which
guarantee the stability may become terribly small especially for the
ODEs obtained from the spatial discretization of PDEs. Possible
solution is to make variable time steps which brings us to a series of
nonclassical optimization problems for polynomials.