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This contains code for a group of numerical integrators for time-dependent differential equations. They include the backward (implicit) Euler method, Spectral Deferred Corrections (SDC) method, and a Jacobian-Free Newton Krylov (JFNK) method designed to accelerate the convergence of SDC for stiff systems.

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Jacobian-Free Newton Krylov Method

This is a git repository for the code for a group of numerical integrators for time-dependent differential equations. They include the backward (implicit) Euler method, Spectral Deferred Corrections (SDC) method, and a Jacobian-Free Newton Krylov (JFNK) method** designed to acclearate the convergence of SDC for stiff systems.

A mathematical description/ theory behind the numerical integrators are in a .pdf file called math_nodes.pdf. I suggest reading that if you are interested in understanding the mechanics behind the algorithms.

Code documentation/users-guide for the JFNK may be found in the following document: users_guide.pdf

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This contains code for a group of numerical integrators for time-dependent differential equations. They include the backward (implicit) Euler method, Spectral Deferred Corrections (SDC) method, and a Jacobian-Free Newton Krylov (JFNK) method designed to accelerate the convergence of SDC for stiff systems.

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