On the method of modified equations. V: Asymptotics analysis of direct-correction and asymptotic successive-correction techniques for the implicit midpoint method

DOI10.1016/S0096-3003(98)10027-9MaRDI QIDQ1294225zbMATH OpenFDO

Authors Francisco R. Villatoro, Juan I. Ramos

Publication date 11 January 2000

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0096-3003(98)10027-9

zbMATH Keywords

asymptotic analysisasymptotic successive-correction techniquescomparison of methodsdirect-correction methoderror estimationfinite difference schemesimplicit midpoint rulemodified equation methodsnonlinear systemsRunge-Kutta techniquesstability

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

The paper is the fifth of a series dealing with the assessment of modified equation methods as a means for the analysis of existing finite difference schemes and for the development of new numerical ones. [For part IV see ibid. 103, No.~2-3, 213-240 (1999; reviewed above).] The validity of the modified equation for the implicit midpoint rule is studied as a method for both the asymptotic analysis of this scheme and the development of new numerical methods. The second equivalent and modified equations are used and compared for truncation error estimation and improvement of the numerical solutions. The direct-correction and asymptotic successive-correction techniques based on the equivalent, second and modified equations are applied to the implicit midpoint rule. The stability of the resulting schemes is studied. The new developed numerical techniques are compared with accurate Runge-Kutta techniques for several systems of nonlinear ordinary differential equations.

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Cites work

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• On the method of modified equations. II: Numerical techniques based on the equivalent equation for the Euler forward difference method
• On the method of modified equations. III: Numerical techniques based on the second equivalent equation for the Euler forward difference method
• On the method of modified equations. IV: Numerical techniques based on the modified equation for the Euler forward difference method
• On the method of modified equations. V: Asymptotics analysis of direct-correction and asymptotic successive-correction techniques for the implicit midpoint method
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Cited in

(11)

• On the method of modified equations. I: Asymptotic analysis of the Euler forward difference method
• On the method of modified equations. II: Numerical techniques based on the equivalent equation for the Euler forward difference method
• On the method of modified equations. III: Numerical techniques based on the second equivalent equation for the Euler forward difference method
• On the method of modified equations. IV: Numerical techniques based on the modified equation for the Euler forward difference method
• On the method of modified equations. V: Asymptotics analysis of direct-correction and asymptotic successive-correction techniques for the implicit midpoint method
• On the method of modified equations. VI: Asymptotic analysis of and asymptotic successive-corrections techniques for two-point, boundary-value problems in ODE's
• Asymptotic analysis of finite difference methods
• On modified equations for discretizations of ODEs
• A modified version of Urabe's implicit single-step method
• Quartic parameters for acoustic applications of lattice Boltzmann scheme
• On a superconvergent lattice Boltzmann boundary scheme

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