Deferred correction with mono-implicit Runge-Kutta methods for first-order IVPs (Q1964102)
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English | Deferred correction with mono-implicit Runge-Kutta methods for first-order IVPs |
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Deferred correction with mono-implicit Runge-Kutta methods for first-order IVPs (English)
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12 October 2000
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This paper is concerned with the order of accuracy and stability properties of mono-implicit Runge-Kutta (MIRK) methods for first-order initial value problems (IVPs). To avoid the computation of high-order powers of the Jacobian the technique of deferred correction (DC) is applied, formerly used by \textit{J. R. Cash} [Comput. Maths. Appl. 9, 257-265 (1983; Zbl 0521.65069)] for boundary value problems. The construction of DC schemes out of MIRK methods is presented. Their properties of order, of linear stability and also of stiff order are investigated. The results are illustrated by examples.
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A-stability
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numerical examples
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mono-implicit Runge-Kutta methods
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stability
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deferred correction
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stiff order
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