Exploiting structure in the construction of DIMSIMs
consistencydiagonally implicit multivalue methodshigh orderleast squares minimizationRunge-Kutta methodsstability regions
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) Error bounds for numerical methods for ordinary differential equations (65L70)
This paper is concerned with the construction of \(s\)-stage, \(r\)-value diagonally implicit multivalue methods with \(r=s\) and stage order equal to the order of consistency and whose stability regions are exactly the same as certain Runge-Kutta methods of equivalent order. The structure of the nonlinear equations that define these methods is exploited to obtain high order (8) methods using a least squares minimization approach.
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