Multistep Methods with Variable Matrix Coefficients
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Cited in
(19)- An automatic multistep method for solving stiff initial value problems
- C-polynomials for rational approximation to the exponential function
- On generalized linear multistep methods with zero-parasitic roots and an adaptive principal root
- On the concepts of convergence, consistency, and stability in connection with some numerical methods
- Stiff ODE solvers: A review of current and coming attractions
- A differential-equations algorithm for nonlinear equations
- An explicit two-step method for solving stiff systems of ordinary differential equations
- Implementing Second-Derivative Multistep Methods Using the Nordsieck Polynomial Representation
- Analysis of a Chebyshev-based backward differentiation formulae and relation with Runge-Kutta collocation methods
- Backward error analysis for conjugate symplectic methods
- Exponential multistep methods of Adams-type
- Cost-reduction implicit exponential Runge-Kutta methods for highly oscillatory systems
- Superconvergence analysis of symmetric Gauss-type exponential collocation integrators for solving the multidimensional nonlinear first-order partial differential equations
- Two new families of fourth-order explicit exponential Runge-Kutta methods with four stages for first-order differential systems
- A posteriori error estimates for the exponential midpoint method for linear and semilinear parabolic equations
- A posteriori error estimates for exponential midpoint integrator finite element method for parabolic equations
- Convergence of rational multistep methods of Adams-Padé type
- On improving the absolute stability of local extrapolation
- A quadratically convergent method for linear programming
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