Piecewise-linearized methods for initial-value problems
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Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Finite difference and finite volume methods for ordinary differential equations (65L12) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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Cites work
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- scientific article; zbMATH DE number 3473182 (Why is no real title available?)
- scientific article; zbMATH DE number 194356 (Why is no real title available?)
- scientific article; zbMATH DE number 1821102 (Why is no real title available?)
- A PIECEWISE-LINEARIZED METHOD FOR ORDINARY DIFFERENTIAL EQUATIONS: TWO-POINT BOUNDARY-VALUE PROBLEMS
- A review of the decomposition method and some recent results for nonlinear equations
- A simple step size selection algorithm for ODE codes
- A simple time‐step control scheme
- Comparing Numerical Methods for Ordinary Differential Equations
- Continuous Explicit Runge-Kutta Methods of Order 5
- Derivation of Efficient, Continuous, Explicit Runge–Kutta Methods
- Differentiable Interpolants for High-Order Runge–Kutta Methods
- High-order integration of smooth dynamical systems: Theory and numerical experiments
- High‐order hierarchical A‐ and L‐stable integration methods
- Numerical study of Fisher's equation by Adomian's method
- On the accuracy of time-stepping schemes for dynamic problems with negative stiffness
- Parametric excitation of computational mode of the leapfrog scheme applied to the Van der Pol equation
- Stiffness of ODEs
- The Relative Efficiency of Alternative Defect Control Schemes for High-Order Continuous Runge–Kutta Formulas
Cited in
(28)- A higher order local linearization method for solving ordinary differential equations
- Piecewise-linearized methods for initial-value problems with oscillating solutions
- Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation
- Linearization techniques for singularly-perturbed initial-value problems of ordinary differential equations
- An effective logarithmic formulation for piecewise linearization requiring no inequality constraint
- Nonstandard finite difference equations for ODEs and 1-D PDEs based on piecewise linearization
- Estimation of parameters in incomplete data models defined by dynamical systems
- Dynamic properties of the local linearization method for initial value problems.
- Piecewise linear methods for nonlinear equations and optimization
- Piecewise-linearized methods for single degree-of-freedom problems
- Error analysis of a specialized numerical method for mathematical models from neuroscience
- \(S\)-stability of piecewise-linearized and linearized \(\theta\)-methods
- Piecewise continuous discretization techniques for initial value problems with applications to kinetics and transport
- scientific article; zbMATH DE number 4104288 (Why is no real title available?)
- Piecewise quasilinearization techniques for singular boundary-value problems
- Piecewise linear regularized solution paths
- Multi-step Nyström methods for general second-order initial value problems \(y(t) = f(t,y(t), y'(t))\)
- Modified multi-step Nyström methods for oscillatory general second-order initial value problems
- A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
- Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants
- Intermediate boundary conditions in operator-splitting techniques and linearization methods
- Piecewise-linearized and linearized \(\vartheta\)-methods for ordinary and partial differential equations.
- A piecewise-linearized algorithm based on the Krylov subspace for solving stiff ODEs
- Solving initial value problems for ordinary differential equations by two approaches: BDF and piecewise-linearized methods
- Variable stepsize implementation of multistep methods for \(y\prime\prime =f(x,y,y^{\prime})\)
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Linearized methods for ordinary differential equations
- scientific article; zbMATH DE number 3977440 (Why is no real title available?)
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