Elements of a general theory of composite integration methods

DOI10.1016/0096-3003(89)90108-2MaRDI QIDQ1824363zbMATH OpenOpenAlexFDO

Authors Peter Albrecht

Publication date 1989

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(89)90108-2

zbMATH Keywords

general linear methodslocal discretization errorsorder conditionsorder of convergenceRunge-Kutta methodsstability

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

The author reviews his own work on a theory of general linear methods for the numerical integration of ordinary differential equations. The first part deals with the concept of stability and the relation between the order of convergence and the local discretization errors. Various results appear as easy consequences of the theory. The second part treats Runge- Kutta methods within this general framework. The approach gives a recursive scheme for determining the order conditions. The format differs from that obtained using elementary differentials and is of interest. This theory of general linear methods offers a valuable alternative to that developed by \textit{J. C. Butcher} [The numerical analysis of ordinary differential equations, Runge-Kutta and general linear methods (1987; Zbl 0616.65072)].

Recommendations

• The Runge–Kutta Theory in a Nutshell
• scientific article; zbMATH DE number 4117766
• General linear method: A survey
• Order conditions for general linear methods
• General linear methods

Cites work

• A New Theoretical Approach to Runge–Kutta Methods
• Cyclic Composite Multistep Predictor-Corrector Methods
• Explicit, optimal stability functionals and their application to cyclic discretization methods
• scientific article; zbMATH DE number 3911612 (Why is no real title available?)
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Cited in

(13)

• A composite integration scheme for the numerical solution of systems of ordinary differential equations
• Variable stepsize diagonally implicit multistage integration methods for ordinary differential equations
• Variable stepsize continuous two-step Runge-Kutta methods for ordinary differential equations
• Strong stability preserving second derivative general linear methods
• Order reduction phenomenon for general linear methods
• scientific article; zbMATH DE number 3880577 (Why is no real title available?)
• The Runge–Kutta Theory in a Nutshell
• scientific article; zbMATH DE number 4117766 (Why is no real title available?)
• Order conditions for general linear methods
• Integration-by-Parts: A Survey
• The common basis of the theories of linear cyclic methods and Runge-Kutta methods
• Strong stability preserving integrating factor general linear methods
• Strong stability preserving general linear methods

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