A class of p-stable linear multistep numerical methods
Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
A new hybrid one-leg \(P\)-stable algorithm for approximate solution of the second-order ordinary differential equation \[ y= f(x,y)\tag{i} \] is derived. A two-step one-leg implicit algorithm for (i) has the form \[ \rho(E) y_n= h^2 f(\sigma(E)x_n, \sigma(E)y_n+ h^2\eta(E) f_n),\tag{ii} \] where \[ \rho(E)= \sum^2_{j= 1}\alpha_j E^j,\;\sigma(E)= \sum^2_{j=1} B_j E^j,\;\eta(E)= \sum^2_{j= 1}D_j E^j,\;Ey_n= y_{n+ 1}, \] \[ \alpha_2\neq 0,\quad \sum^2_{j= 1} B_j= 1,\quad f_k= f(x_k, y_k). \] The authors consider hybrid formulas which are a composition of two formulas like (ii) namely \[ y_{n+ r}+ \beta_1 y_{n+ 1}+ \beta_2 y_{n+ 2}= h^2 f(\sigma_1(E) x_n, \sigma_1(E) y_n+ h^2\eta_1(E) f_n),\tag{iii} \] \[ y_n- 2y_{n+ 1}+ y_{n+ 2}= h^2 f(\sigma_2(E) x_n, \sigma_2(E) y_n+ h^2\eta_2(E) f_n+ h^2 D^2_3 f_{n+ r}), \] \[ \sigma_1(E)= \sum^2_{j= 1} B^1_j E^j,\;\sigma_2(E)= \sum^2_{j= 1} B^2_j E^j,\;\eta_1(E)= \sum^2_{j= 1} D^1_j E^j,\;\eta_2(E)= \sum^2_{j= 1} D^2_j E^j, \] \[ \sum^2_{j= 1} B^1_j= \sum^2_{j= 1} B^2_j= 1,\quad 0\leq r\leq 2. \] Explicit values for the constants in (iii) are derived using the Padé approximation to the exponential function such that the formulas are \(P\)-stable. Results of a test computation with \(r= 0\) are presented.
- High order P-stable formulae for the numerical integration of periodic initial value problems
- High-accuracy P-stable Methods for y″ = f(t, y)
- scientific article; zbMATH DE number 4068796 (Why is no real title available?)
- scientific article; zbMATH DE number 193497 (Why is no real title available?)
- scientific article; zbMATH DE number 3408831 (Why is no real title available?)
- Numerical initial value problems in ordinary differential equations.
- On accuracy and unconditional stability of linear multistep methods for second order differential equations
- One leg hybrid formulas for second-order differential equations
- One leg multistep method for second order differential equation
- Symmetric Multistip Methods for Periodic Initial Value Problems
- Two-step fourth order P-stable methods for second order differential equations
- Unconditionally stable methods for second order differential equations
- On the generalisation of Padé approximation approach for the construction of \(p\)-stable hybrid linear multistep methods
- Inverse hybrid linear multistep methods for solving the second order initial value problems in ordinary differential equations
- A generalized family of symmetric multistep methods with minimal phase-lag for initial value problems in ordinary differential equations
- scientific article; zbMATH DE number 3879310 (Why is no real title available?)
- scientific article; zbMATH DE number 7446915 (Why is no real title available?)
- scientific article; zbMATH DE number 5524087 (Why is no real title available?)
- scientific article; zbMATH DE number 4078669 (Why is no real title available?)
- scientific article; zbMATH DE number 24115 (Why is no real title available?)
- scientific article; zbMATH DE number 205855 (Why is no real title available?)
- On the construction of \(p\)-stable hybrid multistep methods for second order ODEs
- scientific article; zbMATH DE number 5205340 (Why is no real title available?)
- Linear multi-step methods and their numerical stability for solving gradient flow equations
- High-order P-stable multistep methods
This page was built for publication: A class of p-stable linear multistep numerical methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4702119)
