ESIRK methods and variable stepsize

DOI10.1016/S0168-9274(98)00076-2MaRDI QIDQ1294524zbMATH OpenOpenAlexFDO

Authors D. J. L. Chen, J. C. Butcher

Publication date 25 November 1999

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0168-9274(98)00076-2

zbMATH Keywords

effective ordererror boundssingly implicit Runge-Kutta methodsstabilityvariable stepsize

Mathematics Subject Classification ID

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) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

Singly implicit Runge-Kutta methods (SIRK) have been introduced in order to reduce the implementation costs. Many of them, however, have the disadvantage that certain internal stages approximate the solution outside the integration interval. The idea of effective order permits to overcome this difficulty, but leads to a less straightforward implementation with variable stepsizes. This article discusses step changing strategies, and analyzes local truncation errors and stability properties of the new procedures.

Recommendations

• On the implementation of ESIRK methods for stiff IVPs
• Variable-order ESIRK methods for stiff differential equations
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• DESIRE: Diagonally extended singly implicit Runge-Kutta effective order methods

Cites work

• A generalization of singly-implicit Runge-Kutta methods
• scientific article; zbMATH DE number 3295705 (Why is no real title available?)
• The effective order of singly-implicit Runge-Kutta methods

Cited in

(9)

• Local error control in SDIRK-methods
• Variable-order ESIRK methods for stiff differential equations
• Variable step size destabilizes the Störmer/leapfrog/Verlet method
• The efficiency of singly-implicit Runge-Kutta methods for stiff differential equations
• Applications of doubly companion matrices
• Practical Runge-Kutta methods for scientific computation
• scientific article; zbMATH DE number 4123194 (Why is no real title available?)
• On the implementation of ESIRK methods for stiff IVPs
• ``Rescale and modify implementation of IRKS methods

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