B-convergence of the implicit midpoint rule and the trapezoidal rule

DOI10.1007/BF01936143zbMATH Open0584.65048OpenAlexW2063840785MaRDI QIDQ1069677FDOQ1069677

J. F. B. M. Kraaijevanger

Publication date: 1985

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01936143

zbMATH Keywords

error boundsstiff problemsimplicit midpoint methodvariable stepsizessecond order optimal B-convergencetrapezoidal methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

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• A special stability problem for linear multistep methods
• Non-linear stability of a general class of differential equation methods
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• Contractive methods for stiff differential equations Part II
• Algebraic stability and error propagation in Runge-Kutta methods
• Asymptotic expansions of the global error for the implicit midpoint rule (stiff case)
• Stability of Two-Step Methods for Variable Integration Steps
• Error estimates over infinite intervals of some discretizations of evolution equations
• Error estimates for Galerkin methods for quasilinear parabolic and elliptic differential equations in divergence form
• On error bounds forG-stable methods
• A Note on Trapezoidal Methods for the Solution of Initial Value Problems

Cited In (29)

• Arbitrary high order A-stable and B-convergent numerical methods for ODEs via deferred correction
• B-convergence: A survey
• B-convergence of general linear methods for stiff problems.
• Implicit runge-kutta methods for differential inclusions
• The dichotomy of stiffness: Pragmatism versus theory
• A study of B-convergence of Runge-Kutta methods
• Trapezoidal and midpoint splittings for initial-boundary value problems
• A new approach to optimal B-convergence
• Stability and Convergence of the Peaceman-Rachford ADI Method for Initial-Boundary Value Problems
• Runge-Kutta methods: Some historical notes
• Asymptotic error expansions for stiff equations: An analysis for the implicit midpoint and trapezoidal rules in the strongly stiff case
• Gauss-Runge-Kutta time discretization of wave equations on evolving surfaces
• Convergence of linear multistep and one-leg methods for stiff nonlinear initial value problems
• Stability and B-convergence of linearly implicit Runge-Kutta methods
• Algebraic stability and error propagation in Runge-Kutta methods
• The implicit midpoint rule applied to discontinuous differential equations
• A study of B-convergence of linearly implicit Runge-Kutta methods
• Stability and B-convergence of general linear methods
• The order of B-convergence of the Gaussian Runge-Kutta method
• The logarithmic norm. History and modern theory
• An efficient family of strongly A-stable Runge-Kutta collocation methods for stiff systems and DAEs. II: Convergence results
• Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation
• The order of B-convergence of algebraically stable Runge-Kutta methods
• B-convergence properties of defect correction methods. I, II
• Characterization of B-convergent Runge-Kutta methods for strictly dissipative initial value problems
• More on the averaged midpoint-trapezoid type rules
• On the relation between algebraic stability and B-convergence for Runge- Kutta methods
• An algebraic characterization of B-convergent Runge-Kutta methods
• On the maximum order of optimal B-convergence of Lobatto III C schemes

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