Numerical experiments with a multistep Radau method

DOI10.1007/BF01989754MaRDI QIDQ688641zbMATH OpenFDO

Authors Stefan Schneider

Publication date 17 March 1994

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01989754

zbMATH Keywords

multistep collocation methodsmultistep one-stage backward differentiation formula methodsmultistep Radau methodnumerical experimentsone-step implicit Runge-Kutta methodsperformance

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

Review text

The author describes the implementation of multistep collocation methods for the following problem \(y'=f(x,y)\), \(y(x_ 0)=y_ 0\), where \(f: \mathbb{R}\times \mathbb{R}^ n\mapsto \mathbb{R}^ n\) is a sufficiently smooth function. The methods generalize one-step implicit Runge-Kutta methods as well as multistep one-stage backward differentiation formula methods. The author also presents some numerical experiments and compares the performance of the code with the ``one step version RADAU5 and LSODE.

Recommendations

• Efficient implementation of Radau collocation methods
• Stiff differential equations solved by Radau methods
• Parallel iterated methods based on multistep Runge-Kutta methods of Radau type
• Multistep collocation methods for Volterra integral equations
• On the Newton iteration in the application of collocation methods to implicit delay equations

Cites work

• An Efficient Solution Process for Implicit Runge–Kutta Methods
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• Implementation of Implicit Formulas for the Solution of ODE<scp>s</scp>
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• On the implementation of implicit Runge-Kutta methods
• Superconvergence for Multistep Collocation
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Cited in

(4)

• Convergence results for general linear methods on singular perturbation problems
• Convergence of general linear methods on differential-algebraic systems of index 3
• Local error estimation for multistep collocation methods
• Efficient implementation of Radau collocation methods

Describes a project that uses

Uses Software

• RODAS

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