Piecewise-linearized methods for initial-value problems
adaptive methodscomparison of methodsEuler methodfinite difference methodslinearizationnumerical experimentspiecewise-linearized methodsRichardson extrapolationRunge-Kutta method
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 difference and finite volume methods for ordinary differential equations (65L12) Error bounds for numerical methods for ordinary differential equations (65L70)
Piecewise-linearized methods for the solution of initial value problems in ordinary differential equations are developed by approximating the right-hand sides of the equations by means of a Taylor polynomial of degree one. The resulting approximation can be integrated analytically to obtain the solution in each interval, and yields the exact solution for linear problems. Three adaptive methods, based on the norm of the Jacobian matrix, maintaining constant the value of the approximation errors made by the linearization, and Richardson extrapolation are considered. Numerical experiments with some nonstiff first- and second-order equations suggest that the accuracy of the piecewise-linearized methods is superior to that of the explicit, modified, or second-order Euler method, or the trapezoidal rule, but less than that of the fourth-order Runge-Kutta method.
- Piecewise-linearized methods for initial-value problems with oscillating solutions
- Piecewise-linearized and linearized \(\vartheta\)-methods for ordinary and partial differential equations.
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- Piecewise-linearized methods for single degree-of-freedom problems
- Linearization techniques for singularly-perturbed initial-value problems of ordinary differential equations
- 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
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- 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
- Nonstandard finite difference equations for ODEs and 1-D PDEs based on piecewise linearization
- Intermediate boundary conditions in operator-splitting techniques and linearization methods
- Piecewise-linearized and linearized \(\vartheta\)-methods for ordinary and partial differential equations.
- Piecewise linear methods for nonlinear equations and optimization
- Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise
- Linearization techniques for singularly-perturbed initial-value problems of ordinary differential equations
- Linearized methods for ordinary differential equations
- Dynamic properties of the local linearization method for initial value problems.
- A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations
- \(S\)-stability of piecewise-linearized and linearized \(\theta\)-methods
- An effective logarithmic formulation for piecewise linearization requiring no inequality constraint
- Error analysis of a specialized numerical method for mathematical models from neuroscience
- Variable stepsize implementation of multistep methods for \(y\prime\prime =f(x,y,y^{\prime})\)
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- Estimation of parameters in incomplete data models defined by dynamical systems
- Piecewise continuous discretization techniques for initial value problems with applications to kinetics and transport
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- Modified multi-step Nyström methods for oscillatory general second-order initial value problems
- Multi-step Nyström methods for general second-order initial value problems \(y(t) = f(t,y(t), y'(t))\)
- Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants
- A PIECEWISE-LINEARIZED METHOD FOR ORDINARY DIFFERENTIAL EQUATIONS: TWO-POINT BOUNDARY-VALUE PROBLEMS
- Solving initial value problems for ordinary differential equations by two approaches: BDF and piecewise-linearized methods
- A piecewise-linearized algorithm based on the Krylov subspace for solving stiff ODEs
- Piecewise quasilinearization techniques for singular boundary-value problems
- Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation
- High-Order Exponential Integrators with Improved Uniform Accuracy for Charged-Particle in a Perpendicular Strong Magnetic Field
- A higher order local linearization method for solving ordinary differential equations
- Piecewise-linearized methods for single degree-of-freedom problems
- Piecewise-linearized methods for initial-value problems with oscillating solutions
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