Rate of convergence of local linearization schemes for initial-value problems (Q2491023)

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Rate of convergence of local linearization schemes for initial-value problems
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    Rate of convergence of local linearization schemes for initial-value problems (English)
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    18 May 2006
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    The authors first briefly review the theory of local linearisation schemes (also known as exponentially fitted methods) for the numerical solution of initial value problems for ordinary differential equations. Then some results about the rate of convergence of such schemes in dependence of the rate of convergence of the used method for the approximation of the appearing matrix exponentials are given.
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    local linearization scheme
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    exponentially fitted Euler method
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    initial value problem
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    Euler exponential method
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    geometric integrator
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    exponential integrator
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    convergence
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    matrix exponentials
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