A mono-implicit Runge-Kutta-Nyström modification of the Numerov method (Q676003): Difference between revisions

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Property / author: Marnix van Daele / rank
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Property / author: Guido Vanden Berghe / rank
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Property / author: H. E. De Meyer / rank
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Property / author: Marnix van Daele / rank
 
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Property / author: Guido Vanden Berghe / rank
 
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Property / author: H. E. De Meyer / rank
 
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Property / reviewed by: Andrzej Marciniak / rank
 
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A mono-implicit Runge-Kutta-Nyström modification of the Numerov method
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    A mono-implicit Runge-Kutta-Nyström modification of the Numerov method (English)
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    20 November 1997
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    The authors present two two-parameter families of fourth-stage Runge-Kutta-Nyström methods for solving problems of the form \(y''= f(x,y)\), \(y(x_0)= y_0\), \(y'(x_0)= y_0'\). In both families each member can be regarded as a modification of the Numerov method \[ y_{k+2}- 2y_{k+1}+y_k= h^2(f_{k+2}+ 10f_{k+1}+f_k)/12, \] where \(f_i=f(x_i,y_i)\), its order is at least four, it is a mono-implicit method, i.e., the method contains only one implicit stage, and the method only involves function evaluations at the points \(x=x_0+kh\), \(k=0,1,\dots\). Moreover, the authors show that within one of these families there exist A-stable and P-stable methods, and in both families there exist methods with a phase lag of order six. The importance of the phase lag and P-stability of the methods considered is illustrated by means of four test problems.
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    A-stability
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    P-stability
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    numerical examples
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    Runge-Kutta-Nyström methods
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    Numerov method
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