A modified version of Urabe's implicit single-step method

DOI10.1016/0377-0427(87)90149-XMaRDI QIDQ579856zbMATH OpenOpenAlexFDO

Authors Taketomo Mitsui

Publication date 1987

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-0427(87)90149-x

zbMATH Keywords

A-stabilityhigh-order predictor-corrector formulaimplicit single step methodMilne-type estimator for local truncation errornon-stiff problems

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

\textit{M. Urabe}'s implicit single step method [Numer. Math. 15, 151-164 (1970; Zbl 0184.383)], which is a high-order predictor-corrector formula, is modified to have Milne-type estimator for local truncation error. The A-stability is also shown for the original and modified methods. The modified method with the modifier by the a posteriori estimator is suitable for non-stiff problems.

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Cites work

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Cited in

(6)

• The efficiency of second derivative multistep methods for the numerical integration of stiff systems
• Second derivative of high-order accuracy methods for the numerical integration of stiff initial value problems
• Extended a-stable two-step methods for the numerical solution of ordinary differential equations
• scientific article; zbMATH DE number 527318 (Why is no real title available?)
• Accurate multistep multi-derivative collocation methods applied to chaotic systems
• Two-step second-derivative high-order methods with two off-step points for solution of stiff systems

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