On construction of high order exponentially fitted methods based on parameterized rational approximations to (q)

DOI10.1007/BF02459066MaRDI QIDQ1969932zbMATH OpenFDO

Authors Fengjian Yang, Aiguo Zhang, Xinming Chen

Publication date 13 November 2000

Published in Applied Mathematics and Mechanics. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02459066

zbMATH Keywords

A-stabilityerror boundsexponential fittinginitial value problemsone step methodsstiff systems

Mathematics Subject Classification ID

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) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

This paper is concerned with the construction of some exponentially fitted methods for the numerical solution of stiff initial value problems for ordinary differential equations. Starting with \((4,4)\) rational approximations to the exponential function with orders \( \geq 6\) and two free parameters they give the necessary and sufficient conditions on them for A-stability and introduce the exponentially fitted requirement. They propose a 4th derivative and a 3rd derivative one step method with two free parameters to be chosen according to stability and fitting requirements. Several choices of the two available parameters are discussed, in particular those that satisfy the so called median properties are recommended due to the fact that the local truncation error satisfies a uniformly bounded estimation.

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Cites work

• Efficient Integration Methods for Stiff Systems of Ordinary Differential Equations
• scientific article; zbMATH DE number 930535 (Why is no real title available?)
• scientific article; zbMATH DE number 3295717 (Why is no real title available?)
• scientific article; zbMATH DE number 3408831 (Why is no real title available?)

Cited in

(4)

• High order one-step A-stable exponentially fitted methods
• Exponentially fitted third derivative three-step methods for numerical integration of stiff initial value problems
• Modified exponential-rational methods for the numerical solution of first order initial value problems
• A Fifth-Order Exponentially Fitted Formula

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