A principle for construction of one-step integration methods with maximum imaginary stability limits (Q1098577)
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English | A principle for construction of one-step integration methods with maximum imaginary stability limits |
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A principle for construction of one-step integration methods with maximum imaginary stability limits (English)
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1987
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The author investigates explicit one-step integration methods for the numerical solution of a system of ordinary differential equations \((1)\quad dy/dt=Ay,\) where A is a constant matrix. Explicit one-step integration methods when applied to (1) assume the form \((2)\quad Y_{t+\Delta t}=M(\Delta tA)y_ t,\) where M(\(\Delta\) tA) is a polynomial in \(\Delta\) tA of degree k defined such that \(M(\Delta tA)=\sum^{k}_{n=0}\beta_ n(\Delta tA)^ n.\) An attempt is made to specify \(\beta_ n\) so that the stability region is as large as possible. A construction principle is formulated which yields a system of nonlinear algebraic equations, the solution of which gives the coefficients \(\beta_ n\) for specific one-step integration methods.
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explicit one-step integration methods
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system
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stability region
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