A class of generalized trapezoidal formulas for the numerical integration of

DOI10.1080/00207169608804530zbMath1006.65074OpenAlexW2108538926MaRDI QIDQ2710806

M. M. Chawla, M. A. Al-Zanaidi, David J. Evans

Publication date: 2 December 2002

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207169608804530

zbMATH Keywords

A-stabilityinitial value problemstiff systemsL-stabilitygeneralized trapezoidal formula

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (20)

Generalized Trapezoidal Formulas For The Symmetric Heat Equation In Polar Coordinates II. The Case Of Point Sources ⋮ Lod generalized trapezoidal formula schemes for parabolic differential equations in two space dimensions ⋮ An accurate solution for the generalized Black-Scholes equations governing option pricing ⋮ Generalized Trapezoidal Formulas for the Symmetric Heat Equation in Polar Coordinates ⋮ Numerical methods based on extended one-step methods for solving optimal control problems ⋮ Generalized trapezoidal formulas for valuing American options ⋮ \(L\)-stable Simpson's 3/8 rule and Burgers' equation ⋮ \(L\)-stable derivative-free error-corrected trapezoidal rule for Burgers' equation with inconsistent initial and boundary conditions ⋮ An extended trapezoidal formula for the diffusion equation ⋮ An optimum generalized trapezoidal formula for the numerical integration ofy′=f(x,y) ⋮ An alternating direction generalized trapezoidal formula scheme for parabolic differential equations in two space dimensions ⋮ Optimal extended one-step schemes of exponential type for stiff initial-value problems ⋮ Linearly implicit generalized trapezoidal formulas for nonlinear differential equations ⋮ Generalized trapezoidal formulas for convection-diffusion equations ⋮ Generalized trapezoidal formulas for the black–scholes equation of option pricing ⋮ Extended one-step time-integration schemes for convection-diffusion equations ⋮ A family of matrix coefficient formulas for solving ordinary differential equations ⋮ One parameter quadratic \(C^1\)-spline collocation method for solving first order ordinary initial value problems ⋮ A novel numerical method on the resolution of the time-invariant systems response ⋮ Generalized trapezoidal formulas for parabolic equations

Cites Work

• Unnamed Item
• A comparison of numerical o.d.e. solvers based on arithmetic and geometric means
• A comparison of nonlinear trapezoidal formulae for solving initial value problems
• On the numerical solution of by a class of nonlinear trapezoidal formulas
• Efficient Integration Methods for Stiff Systems of Ordinary Differential Equations
• On smoothing and extrapolation for the trapezoidal rule

This page was built for publication: A class of generalized trapezoidal formulas for the numerical integration of