On Sep 29, 2009, at 7:15 PM, Alan Bromborsky wrote:

> Are there differential equation solvers where you don't have to invert
> the matrix?


A Newmark-Beta scheme will directly solve a second-order system of ODEs.
The standard form uses iteration to solve the system so no inversion is
necessary. For linear second-order problems you can rewrite things to
use matrix algebra.

For more information, I recommend Bathe and Wilson,

Klaus-Jürgen Bathe and Edward L. Wilson. Numerical Methods in Finite  
Element         Analysis. Prentice Hall, Englewood Cliffs, New Jersey,  
1976.

There are other second order solvers out there too.

Cheers,

Tim.

---
Tim Lahey
PhD Candidate, Systems Design Engineering
University of Waterloo
http://www.linkedin.com/in/timlahey


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