Numerische Mathematik

, Volume 102, Issue 2, pp 277–291 | Cite as

Fast Runge-Kutta approximation of inhomogeneous parabolic equations

  • María López-Fernández
  • Christian LubichEmail author
  • Cesar Palencia
  • Achim Schädle


The result after N steps of an implicit Runge-Kutta time discretization of an inhomogeneous linear parabolic differential equation is computed, up to accuracy ɛ, by solving only

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linear systems of equations. We derive, analyse, and numerically illustrate this fast algorithm.

Mathematics Subject Classification (2000)



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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  • María López-Fernández
    • 1
  • Christian Lubich
    • 2
    Email author
  • Cesar Palencia
    • 1
  • Achim Schädle
    • 3
  1. 1.Departamento de Matemática Aplicada y ComputaciónUniversidad de ValladolidValladolidSpain
  2. 2.Mathematisches InstitutUniversität TübingenTübingenGermany
  3. 3.ZIB BerlinBerlinGermany

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