High-order P-stable multistep methods
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diagonal Padé approximations to the exponentialnumerical comparisonP-stabilitystability polynomialtwo-step methods
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)
A class of two-step methods for solving the initial value problem \(y=f(t,y)\) is presented. The stability polynomial is directly related to the (m,m)-diagonal Padé approximation to the exponential through the \(\Sigma\)-map, see the reviewer and \textit{O. Nevanlinna} [SIAM J. Numer. Anal. 20, 1210-1218 (1983; Zbl 0532.65065)]. Hence the schemes are P- stable, of order 2m and implicit. If the implicit equations are solved by a Newton like algorithm at each iteration step the linear system consists of a matrix polynomial in the Jacobian \(f_ y\) of degree m. The powers of the Jacobian \(f_ y\) are avoided by factoring this polynomial. For the linear test equation with an oscillatory forcing term it is shown that the schemes are always in phase in the sense of \textit{I. Gladwell}, \textit{R. M. Thomas} [Int. J. Numer. Methods Eng. 19, 495-503 (1983; Zbl 0513.65053)]. A numerical comparison with other schemes is presented for linear and nonlinear equations.
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Cites work
- A Noumerov-type method with minimal phase-lag for the integration of second order periodic initial-value problems
- Damping and phase analysis for some methods for solving second-order ordinary differential equations
- High order P-stable formulae for the numerical integration of periodic initial value problems
- Phase properties of high order, almost P-stable formulae
- Stabilization of Cowell's method
- Symmetric Multistip Methods for Periodic Initial Value Problems
- Unconditionally stable methods for second order differential equations
Cited in
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- New hybrid two-step method with optimized phase and stability characteristics
- New Runge-Kutta type symmetric two-step method with optimized characteristics
- New five-stages two-step method with improved characteristics
- An efficient and economical high order method for the numerical approximation of the Schrödinger equation
- A generator of families of two-step numerical methods with free parameters and minimal phase-lag
- A four stages numerical pair with optimal phase and stability properties
- A finite difference pair with improved phase and stability properties
- A hybrid finite difference pair with maximum phase and stability properties
- New finite difference pair with optimized phase and stability properties
- New Runge-Kutta type symmetric two step finite difference pair with improved properties for second order initial and/or boundary value problems
- A new multistep method with optimized characteristics for initial and/or boundary value problems
- New multiple stages scheme with improved properties for second order problems
- A new family of three-stage two-step P-stable multiderivative methods with vanished phase-lag and some of its derivatives for the numerical solution of radial Schrödinger equation and IVPs with oscillating solutions
- New three-stages symmetric two step method with improved properties for second order initial/boundary value problems
- New 8-step symmetric embedded predictor-corrector (EPCM) method with vanished phase-lag and its first derivative for the numerical integration of the Schrödinger equation
- New hybrid symmetric two step scheme with optimized characteristics for second order problems
- A new two-step finite difference pair with optimal properties
- Dissipative trigonometrically-fitted methods for linear second-order IVPs with oscillating solution.
- An optimized Runge-Kutta method for the solution of orbital problems
- A new hybrid imbedded variable-step procedure for the numerical integration of the Schrödinger equation
- An explicit four-step phase-fitted method for the numerical integration of second-order initial-value problems
- An explicit hybrid method of Numerov type for second-order periodic initial-value problems
- Generalized Hermite multistep methods of high order with a variable stepsize
- High-order multistep methods for boundary value problems
- A generator of high-order embedded P-stable methods for the numerical solution of the Schrödinger equation
- A symmetric eight-step predictor-corrector method for the numerical solution of the radial Schrödinger equation and related IVPs with oscillating solutions
- On symplectic and symmetric ARKN methods
- Quintic \(C^2\)-spline integration methods for solving second-order ordinary initial value problems
- A three-stages multistep teeming in phase algorithm for computational problems in chemistry
- A four-stages multistep fraught in phase method for quantum chemistry problems
- Two-frequency trigonometrically-fitted and symmetric linear multi-step methods for second-order oscillators
- A new economical method with eliminated phase-lag and its derivative for problems in chemistry
- A new method with improved phase-lag and stability properties for problems in quantum chemistry - an economical case
- An economical two-step method with improved phase and stability properties for problems in chemistry
- A new improved economical finite difference method for problems in quantum chemistry
- A phase-fitting singularly P-stable economical two-step method for problems in quantum chemistry
- A singularly P-stable two-step method with improved characteristics for problems in chemistry
- A phase-fitting singularly P-stable cost-effective two-step method for solving chemistry problems
- A two-step method singularly P-Stable with improved properties for problems in quantum chemistry
- A two-step singularly P-Stable method with high phase and large stability properties for problems in chemistry
- A multistep method with optimal phase and stability properties for problems in quantum chemistry
- A multistep conditionally P-stable method with phase properties of high order for problems in quantum chemistry
- A phase-fitting and first derivative phase-fitting singularly P-stable economical two-step method for problems in quantum chemistry
- A phase-fitting, first and second derivatives phase-fitting singularly P-stable economical two-step method for problems in chemistry
- A phase-fitting, first, second and third derivatives phase-fitting singularly P-stable economical two-step method for problems in quantum chemistry
- A new family of explicit linear two-step singularly P-stable Obrechkoff methods for the numerical solution of second-order IVPs
- A phase fitted FiniteDiffr process for DiffrntEqutns in chemistry
- A complete in phase FiniteDiffrnc algorithm for DiffrntEqutins in chemistry
- Full in phase finite difference algorithm for differential equations in quantum chemistry
- An explicit six-step singularly P-stable Obrechkoff method for the numerical solution of second-order oscillatory initial value problems
- Phase fitted algorithm for problems in quantum chemistry
- A finite difference method with zero phase-lag and its derivatives for quantum chemistry problems
- Complete in phase method for problems in chemistry
- A finite difference method with phase-lag and its derivatives equal to zero for problems in chemistry
- Symmetric and symplectic exponentially fitted Runge-Kutta-Nyström methods for Hamiltonian problems
- Two-step method with vanished phase-lag and its derivatives for problems in quantum chemistry: an economical case
- An economical two-step method with optimal phase and stability properties for problems in chemistry
- A new explicit four-step method with vanished phase-lag and its first and second derivatives
- An accomplished phase FD process for DEs in chemistry
- An integrated in phase FD procedure for DiffEqns in chemical problems
- A phase fitted FinDiff process for DifEquns in quantum chemistry
- A complete in phase FinitDiff procedure for DiffEquns in chemistry
- A multistage two-step fraught in phase scheme for problems in mathematical chemistry
- A Runge-Kutta type crowded in phase algorithm for quantum chemistry problems
- A perfect in phase FD algorithm for problems in quantum chemistry
- A multiple stage absolute in phase scheme for chemistry problems
- A Runge-Kutta type implicit high algebraic order two-step method with vanished phase-lag and its first, second, third and fourth derivatives for the numerical solution of coupled differential equations arising from the Schrödinger equation
- A new fourteenth algebraic order finite difference method for the approximate solution of the Schrödinger equation
- An economical eighth-order method for the approximation of the solution of the Schrödinger equation
- An explicit Numerov-type method for second-order differential equations with oscillating solutions
- A trigonometrically fitted explicit hybrid method for the numerical integration of orbital problems
- An efficient and computational effective method for second order problems
- New multiple stages two-step complete in phase algorithm with improved characteristics for second order initial/boundary value problems
- New four stages multistep in phase algorithm with best possible properties for second order problems
- New multistage two-step complete in phase scheme with improved properties for quantum chemistry problems
- A new multistage multistep full in phase algorithm with optimized characteristics for problems in chemistry
- A new four-stages two-step phase fitted scheme for problems in quantum chemistry
- A new four-step P-stable Obrechkoff method with vanished phase-lag and some of its derivatives for the numerical solution of radial Schrödinger equation
- Trigonometrically fitted two-derivative Runge-Kutta methods for solving oscillatory differential equations
- Phase-fitted and amplification-fitted two-step hybrid methods for \(y^{\prime\prime }=f(x,y)\)
- A trigonometrically-fitted method for long-time integration of orbital problems
- A quartic C^ 3-spline collocation method for solving second-order initial value problems
- New five-stages finite difference pair with optimized phase properties
- A five-stages symmetric method with improved phase properties
- Solution to quantum chemistry problems using a phase-fitting, singularly P-stable, cost-effective two-step approach with disappearing phase-lag derivatives up to order 5
- A new two stage symmetric two-step method with vanished phase-lag and its first, second, third and fourth derivatives for the numerical solution of the radial Schrödinger equation
- A new four stages symmetric two-step method with vanished phase-lag and its first derivative for the numerical integration of the Schrödinger equation
- Stable and Accurate Interpolation Operators for High-Order Multiblock Finite Difference Methods
- A new symmetric eight-step predictor-corrector method for the numerical solution of the radial Schrödinger equation and related orbital problems
- Multiderivative Methods for Periodic Initial Value Problems
- scientific article; zbMATH DE number 3879310 (Why is no real title available?)
- A new high algebraic order four stages symmetric two-step method with vanished phase-lag and its first and second derivatives for the numerical solution of the Schrödinger equation and related problems
- A new phase-fitted eight-step symmetric embedded predictor-corrector method (EPCM) for orbital problems and related IVPs with oscillating solutions
- A high-order two-step phase-fitted method for the numerical solution of the Schrödinger equation
- A new optimized symmetric 8-step semi-embedded predictor-corrector method for the numerical solution of the radial Schrödinger equation and related orbital problems
- The methods of Gellert and of Brusa and Nigro are Padé approximant methods
- PGSCM: A family of \(P\)-stable boundary value methods for second-order initial value problems
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