scientific article; zbMATH DE number 2034460
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Publication:4445112
zbMATH Open1032.65512MaRDI QIDQ4445112FDOQ4445112
Authors: J. C. Butcher 
Publication date: 28 January 2004
Title of this publication is not available (Why is that?)
algorithmsstabilitystiff problemsgeneral linear methodsRunge-Kutta methodsbackward difference methodssingly implicit methods
Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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- Nordsieck methods on nonuniform grids: stability and order reduction phenomenon
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- Nordsieck methods with computationally verified algebraic stability
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations
- Efficient multiple time-stepping algorithms of higher order
- Order reduction phenomenon for general linear methods
- Rosenbrock-type `peer' two-step methods
- The combined Laplace transform and new homotopy perturbation methods for stiff systems of ODEs
- Block boundary value methods for solving Volterra integral and integro-differential equations
- Efficient low-storage Runge-Kutta schemes with optimized stability regions
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- Trigonometrically-fitted ARKN methods for perturbed oscillators
- Adaptive nested implicit Runge-Kutta formulas of Gauss type
- Detecting synchronisation of biological oscillators by model checking
- Difference schemes for systems of second order nonlinear ODEs on a semi-infinite interval
- Efficient numerical integration of \(N\)th-order non-autonomous linear differential equations
- Order conditions for general linear methods
- Discontinuous Galerkin spectral element approximations on moving meshes
- Combined interface boundary condition method for unsteady fluid-structure interaction
- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations
- Stability of the Richardson extrapolation applied together with the \(\theta \)-method
- He's variational iteration method for solving linear and non-linear systems of ordinary differential equations
- Linearly-implicit two-step methods and their implementation in Nordsieck form
- Doubly quasi-consistent parallel explicit peer methods with built-in global error estimation
- ARK methods for stiff problems
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family
- High-order linearly implicit two-step peer - finite element methods for time-dependent PDEs
- Partitioning methods for reaction-diffusion problems
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