- discretise the system to obtain a non-linear system
- use a Newton method to solve the non linear system

That's the theory. And, in practice ?

You need to choose a language for implementing the algorithm. Assume you use Java, because you know it (or you have learnt it, or you just want to learn it, and this can be a challenging but nice exercise). Since you will be doing a lot of matrix algebra, you first have to choose a library for solving linear algebra (or to implement it by yourself), And if the library can, without you very much take care of it, thread your algorithms, it is a bargain. One of these libraries is, for instance, the Parallel Colt. Obviously you need to get used to the library (after having installed it). some other library can be more efficient, but in Parallel Colt you can find the Conjugate Gradient method already implemented. Once you manage both (PC and CG), you are pretty close to the solution of the problem (easy to say ;-) ) but ...

_________________________________________________________________________________

^1 - A good concise reference is the Davis' book "Direct methods for sparse linear system", SIAM 2006, but the appendix of the paper on Boussinesq equation can clarify several things.

^2 - Give a look to An Introduction to the Conjugate Gradient Method Without the Agonizing Pain by Jonathan Richard Shewchuk.

## No comments:

## Post a Comment