Stability analysis of time-point relaxation Runge-Kutta methods with respect to tridiagonal systems of differential equations (Q686553)

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Stability analysis of time-point relaxation Runge-Kutta methods with respect to tridiagonal systems of differential equations
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    Stability analysis of time-point relaxation Runge-Kutta methods with respect to tridiagonal systems of differential equations (English)
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    10 October 1993
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    The author considers the system: \(y'_ i(t) = f_ i(t,y_ 1,\dots,y_ m)\), \(y_ i(t_ 0) = y_{i,0}\), \(i=1,2,\dots,m\), with smooth right- hand sides. The aim of the paper is to investigate the stability properties of time-point relaxation Runge-Kutta methods for this system. These are waveform type methods in which the system is first decoupled and then a Runge-Kutta procedure is applied to each decoupled system. In earlier papers the author together with others has investigated stability properties of the two-point relaxation method for the test system: (*) \(u' = \lambda u-\mu v\), \(v' = \mu u+\lambda v\). \(\lambda,\mu\) reals. The present paper extends these investigations to a tridiagonal system of order \(m\) containing two parameters. The author presents a set of plots which suggest that there are no significant changes when passing from (*) to the tridiagonal system, and that (*) gives a fairly good idea about the stability properties of the more general case.
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    waveform methods
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    stability
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    tridiagonal system
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    time-point relaxation
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    Runge-Kutta method
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