Multiderivative Runge-Kutta processes for two-point boundary value problems

DOI10.1007/BF01935000MaRDI QIDQ1060824zbMATH OpenFDO

Authors Suchitra Gupta

Publication date 1985

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01935000

zbMATH Keywords

embedded methodsfinite difference schemesgap schememultiderivative Runge-Kutta processnumerical examplesorder conditions

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

After the preceding paper by the same author [SIAM J. Numer. Anal. 22, 114-126 (1985; reviewed above)], this article discusses a class of finite difference schemes for the solution of a nonlinear system of first order differential equations with two-point boundary conditions which shares properties with Runge-Kutta processes and gap schemes. For the multiderivative Runge-Kutta processes (really the second derivative processes are given), the order conditions, techniques for reducing these conditions in number and the symmetry conditions are given. A symmetric A-stable eight order process which has second, fourth and sixth order A- stable processes embedded in it is given as an example. Two numerical examples are shown.

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Cites work

• An Adaptive Boundary Value Runge–Kutta Solver for First Order Boundary Value Problems
• Efficient higher order implicit one-step methods for integration of stiff differential equations
• High order a-stable methods for the numerical solution of systems of D.E.'s
• scientific article; zbMATH DE number 3434988 (Why is no real title available?)
• Implicit Runge-Kutta Processes
• Improving the accuracy of finite difference methods for solving boundary value ordinary differential equations
• Multistep-multistage-multiderivative methods for ordinary differential equations
• On the Butcher group and general multi-value methods
• On Turan type implicit Runge-Kutta methods
• The Application of Implicit Runge-Kutta and Collocation Methods to Boundary-Value Problems

Cited in

(2)

• scientific article; zbMATH DE number 3890640 (Why is no real title available?)
• An Adaptive Boundary Value Runge–Kutta Solver for First Order Boundary Value Problems

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