Optimal discrete and continuous mono-implicit Runge-Kutta schemes for BVODEs (Q1282328)
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English | Optimal discrete and continuous mono-implicit Runge-Kutta schemes for BVODEs |
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Optimal discrete and continuous mono-implicit Runge-Kutta schemes for BVODEs (English)
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1 August 1999
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For the numerical solution of two-point boundary value problems for ordinary differential equations (BVODEs), the author presents some implicit Runge-Kutta methods, called MIRK (mono implicit Runge-Kutta) methods and CMIRK (continuous mono implicit Runge-Kutta) methods of orders 1-6. For the construction of these schemes several optimization criteria are applied: minimization of the number of stages, requirements of symmetry, \(A\)-stability, one sidedness, \(L\)-stability, maximization of the overall stage order, minimization of the local error coefficient. Also, each derived MIRK scheme is embeded in a CMIRK scheme of the same order. Two numerical examples are performed using two of the derived optimal methods.
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two-point boundary value problems
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Runge-Kutta methods
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continuous mono-implicit Runge-Kutta schemes
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efficiency
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\(A\)-stability
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\(L\)-stability
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numerical examples
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optimal methods
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