Superconvergent explicit two-step peer methods

DOI10.1016/j.cam.2008.02.014zbMath1166.65037OpenAlexW2080880218MaRDI QIDQ2378251

Rüdiger Weiner, Stefan Jebens, Bernhard A. Schmitt, Helmut Podhaisky

Publication date: 7 January 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.02.014

zbMATH Keywords

comparison of methodsnumerical examplessuperconvergencestability regionnonstiff ODE systemszero stabilityDOP853DOPRI5explicit two-step peer 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) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (40)

IMEX peer methods for fast-wave-slow-wave problems ⋮ Order reduction phenomenon for general linear methods ⋮ Exponential Krylov peer integrators ⋮ Strong stability preserving explicit peer methods for discontinuous Galerkin discretizations ⋮ Two-step peer methods with equation-dependent coefficients ⋮ Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods ⋮ Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation ⋮ Parallel start for explicit parallel two-step peer methods ⋮ Optimally zero stable explicit peer methods with variable nodes ⋮ Accurate cubature and extended Kalman filtering methods for estimating continuous-time nonlinear stochastic systems with discrete measurements ⋮ Two-step peer methods with continuous output ⋮ A class of implicit peer methods for stiff systems ⋮ Explicit and implicit error inhibiting schemes with post-processing ⋮ Efficient error control in numerical integration of ordinary differential equations and optimal interpolating variable-stepsize peer methods ⋮ Functionally fitted explicit two step peer methods ⋮ Explicit two-step peer methods with reused stages ⋮ Accuracy analysis of numerical simulations and noisy data assimilations in two-dimensional stochastic neural fields with infinite signal transmission speed ⋮ On the implementation of explicit two-step peer methods with Runge-Kutta stability ⋮ On the derivation of explicit two-step peer methods ⋮ Extrapolation-based super-convergent implicit-explicit peer methods with A-stable implicit part ⋮ Strong stability preserving explicit peer methods ⋮ Exponential peer methods ⋮ Linearly implicit peer methods for the compressible Euler equations ⋮ Variable-stepsize doubly quasi-consistent parallel explicit peer methods with global error control ⋮ Two-Derivative Error Inhibiting Schemes and Enhanced Error Inhibiting Schemes ⋮ Super-convergent implicit-explicit peer methods with variable step sizes ⋮ A comparison of one-step and two-step W-methods and peer methods with approximate matrix factorization ⋮ Order conditions for general linear methods ⋮ Explicit multi-step peer methods for special second-order differential equations ⋮ Well-Balanced and Asymptotic Preserving IMEX-Peer Methods ⋮ Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter ⋮ Superconvergent IMEX peer methods ⋮ Search for efficient general linear methods for ordinary differential equations ⋮ Adaptive ODE solvers in extended Kalman filtering algorithms ⋮ Local and global error estimation and control within explicit two-step peer triples ⋮ A comparison of AMF- and Krylov-methods in Matlab for large stiff ODE systems ⋮ NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements ⋮ Partially implicit peer methods for the compressible Euler equations ⋮ Implicit peer methods for large stiff ODE systems ⋮ On quasi-consistent integration by Nordsieck methods

Uses Software

• Matlab
• ode23
• ode45
• Ode15s
• ode113
• ode23s
• MATLAB ODE suite

Cites Work

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• Multistep-multistage-multiderivative methods for ordinary differential equations
• Parameter optimization for explicit parallel peer two-step methods
• Parallel `peer' two-step W-methods and their application to MOL-systems.
• Rosenbrock-type `peer' two-step methods
• Implicit parallel peer methods for stiff initial value problems
• Explicit two-step peer methods
• Multi-implicit peer two-step W-methods for parallel time integration
• The MATLAB ODE Suite
• Solving Ordinary Differential Equations I
• Analysis of Fixed-Stepsize Methods
• Parallel Two-Step W-Methods with Peer Variables
• On the Convergence of Numerical Solutions to Ordinary Differential Equations

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