Long-term stability of multi-value methods for ordinary differential equations
Hamiltonian systemsnumerical experimentgeneral linear methodsparasitic componentsinitial value problemsbackward error analysislong-term integrationlong-term stabilitymulti-value methods
Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical methods for initial value problems involving ordinary differential equations (65L05)
- Long-time stability and convergence of linear multistep methods to autonomous ordinary differential equation
- Efficiently implementable multivalue methods for solving stiff ordinary differential equations
- scientific article; zbMATH DE number 4092671
- Stability of a multi-rate method for numerical integration of ODE's
- Numerical stability of a linear multistep method for differential equations with multiple delays
- scientific article; zbMATH DE number 1086548
- Stability of numerical methods for ordinary differential equations
- Order and stability properties of explicit multivalue methods
- Stability of linear multistep methods for delay integro-differential equations
- Estimation of longest stability interval for a kind of explicit linear multistep methods
- scientific article; zbMATH DE number 3139999 (Why is no real title available?)
- scientific article; zbMATH DE number 5635171 (Why is no real title available?)
- scientific article; zbMATH DE number 1183045 (Why is no real title available?)
- Backward error analysis for multistep methods
- G-symplecticity implies conjugate-symplecticity of the underlying one-step method
- Geometric Numerical Integration
- Long-term stability of symmetric partitioned linear multistep methods
- Numerical Methods for Ordinary Differential Equations
- Numerical integration of Hamiltonian problems by G-symplectic methods
- On conjugate symplecticity of B-series integrators
- Partitioned general linear methods for separable Hamiltonian problems
- Solving Ordinary Differential Equations I
- Symmetric multistep methods over long times
- The control of parasitism in \(G\)-symplectic methods
- Symmetric second derivative integration methods
- Long-term stability of symmetric partitioned linear multistep methods
- Nearly conservative multivalue methods with extended bounded parasitism
- Composite symmetric second derivative general linear methods for Hamiltonian systems
- Numerical conservation issues for the stochastic Korteweg-de Vries equation
- Jacobian-dependent vs Jacobian-free discretizations for nonlinear differential problems
- scientific article; zbMATH DE number 1799458 (Why is no real title available?)
- General Nyström methods in Nordsieck form: error analysis
- G-symplecticity implies conjugate-symplecticity of the underlying one-step method
- Variable stepsize multivalue collocation methods
- On the arbitrarily long-term stability of conservative methods
- A G-symplectic method with order 6
- G-symplectic integration of many body problems
- Multivalue collocation methods free from order reduction
- Multi-value numerical methods for Hamiltonian systems
- Composite symmetric general linear methods (COSY-GLMs) for the long-time integration of reversible Hamiltonian systems
- Symmetric multistep methods over long times
- Construction of \(G\)- or \(G (\epsilon)\)-symplectic general linear methods
- A symmetric nearly preserving general linear method for Hamiltonian problems
- Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations
- Symmetric general linear methods
- Backward error analysis for multistep methods
- Partitioned general linear methods for separable Hamiltonian problems
- General linear methods with projection
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