Numerical intergration of perturbed linear systems

DOI10.1016/S0168-9274(98)00126-3MaRDI QIDQ1807658zbMATH OpenOpenAlexFDO

Authors Pablo Martín, José M. Ferrándiz, Pablo Soto Martín

Publication date 8 February 2000

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0168-9274(98)00126-3

zbMATH Keywords

Adams methodcomparison of methodsmultistep methodsnumerical examplesperturbed linear systemRunge-Kutta methodsScheifele method

Mathematics Subject Classification ID

Linear ordinary differential equations and systems (34A30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Review text

The paper deals with numerical integration of the perturbed system of differential equations of the form \[ x'=Ax+\varepsilon g(x,t),\qquad x(0)=x_0, \tag{1} \] where \(x:{\mathbb R}\to {\mathbb R}^m, g:{\mathbb R}\times {\mathbb R}\to {\mathbb R}^m\) and \(A\) is a constant \(m\times m\) matrix. The authors suggest new explicit and implicit multistep algorithms for the integration of (1) based on the method of \textit{G. Scheifele} [Z. Angew. Math. Phys. 22, 186-210 (1971; Zbl 0221.56135)]. In order to avoid difficult preliminary computations of coefficients required for the implementation of the Scheifele method, the latter is transformed into a multistep scheme with the good properties of the original method preserved. Some numerical examples are presented to illustrate the advantage of a new method over the classical ones like Adams or Runge-Kutta methods.

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Cited in

(8)

• A new method for exact integration of some perturbed stiff linear systems of oscillatory type
• A numerical method for the integration of perturbed linear problems
• An algorithm for the systematic construction of solutions to perturbed problems
• A variable-stepsize variable-order multistep method for the integration of perturbed linear problems
• Numeric multistep variable methods for perturbed linear system integration
• Multistep variable methods for exact integration of perturbed stiff linear systems
• An adaptation of the Scheifele method to stiff systems of differential equations
• On the numerical integration of FPU-like systems

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