Dynamic properties of the local linearization method for initial value problems.
From MaRDI portal
This paper explores some dynamical properties of the local linearization (Euler exponential) scheme for solving ordinary differential equations. In particular, the preservation of stationary points and periodic orbits is investigated. These results are illustrated numerically.
Recommendations
- A higher order local linearization method for solving ordinary differential equations
- Rate of convergence of local linearization schemes for initial-value problems
- Linearized methods for ordinary differential equations
- A comparison of numerical ODE solvers based on Euler methods
- scientific article; zbMATH DE number 970408
Cites work
- A Fifth-Order Exponentially Fitted Formula
- A local linearization approach to nonlinear filtering
- A-Stability and Dominating Pairs
- An implementation of estimation techniques to a hydrological model for prediction of runoff to a hydroelectric power station
- Computing integrals involving the matrix exponential
- Efficient Integration Methods for Stiff Systems of Ordinary Differential Equations
- Expokit
- Exponential Fitting of Matricial Multistep Methods for Ordinary Differential Equations
- Exponential Integrators for Large Systems of Differential Equations
- Generalized Runge-Kutta Processes for Stable Systems with Large Lipschitz Constants
- scientific article; zbMATH DE number 4049448 (Why is no real title available?)
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- scientific article; zbMATH DE number 3586408 (Why is no real title available?)
- scientific article; zbMATH DE number 725320 (Why is no real title available?)
- scientific article; zbMATH DE number 3999169 (Why is no real title available?)
- scientific article; zbMATH DE number 775841 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Linearized methods for ordinary differential equations
- Local linearization method for the numerical solution of stochastic differential equations
- Nonlinear EEG analysis based on a neural mass model
- Nonlinear oscillations, dynamical systems, and bifurcations of vector fields
- Nonstandard finite difference equations for ODEs and 1-D PDEs based on piecewise linearization
- On invariant closed curves for one-step methods
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- On the Exponential Fitting of Composite, Multiderivative Linear Multistep Methods
- On the Numerical Approximation of Phase Portraits Near Stationary Points
- Piecewise-linearized methods for initial-value problems
- Quadrature Methods for Stiff Ordinary Differential Systems
- Simulation of stochastic differential equations through the local linearization method. A comparative study
- Stability and Dynamics of Numerical Methods for Nonlinear Ordinary Differential Equations
- Sufficient conditions for uniformly second-order convergent schemes for stiff initial-value problems
- The Menger space as a majorant
- The role of the likelihood function in the estimating of chaos models
Cited in
(17)- A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
- An explicit numerical scheme for the computer simulation of the stochastic transport equation
- Multiple shooting-local linearization method for the identification of dynamical systems
- Efficient computation of phi-functions in exponential integrators
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes
- Rate of convergence of local linearization schemes for initial-value problems
- The local linearization method for numerical integration of random differential equations
- Flexible multibody simulation using hybrid integration scheme
- Estimation of parameters in incomplete data models defined by dynamical systems
- Locally linearized Runge Kutta method of Dormand and Prince
- A weak local linearization scheme for stochastic differential equations with multiplicative noise
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces
- scientific article; zbMATH DE number 970408 (Why is no real title available?)
- Efficient simulation of unsaturated flow using exponential time integration
- A higher order local linearization method for solving ordinary differential equations
- Piecewise-linearized methods for single degree-of-freedom problems
This page was built for publication: Dynamic properties of the local linearization method for initial value problems.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1855145)