Artificial time integration

@article{Ascher2007ArtificialTI,
  title={Artificial time integration
},
  author={Uri M. Ascher and Hui Huang and Kees van den Doel},
  journal={BIT Numerical Mathematics},
  year={2007},
  volume={47},
  pages={3-25}
}
Many recent algorithmic approaches involve the construction of a differential equation model for computational purposes, typically by introducing an artificial time variable. The actual computational model involves a discretization of the now time-dependent differential system, usually employing forward Euler. The resulting dynamics of such an algorithm is then a discrete dynamics, and it is expected to be “close enough” to the dynamics of the continuous system (which is typically easier to… CONTINUE READING
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