A numerical ODE solver that preserves the fixed points and their stability
numerical examplesstabilityfixed pointspredictor-corrector methodinitial-value problemsexact finite difference methodsnonstandard finite-difference 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) Numerical investigation of stability of solutions to ordinary differential equations (65L07)
- Maintaining Solution Invariants in the Numerical Solution of ODE<scp>s</scp>
- Publication:4935862
- Stability of numerical methods for ordinary differential equations
- A numerical algorithm for solving stiff ordinary differential equations
- scientific article; zbMATH DE number 934503
- Numerical solution and stability analysis for a class of nonlinear differential equations
- scientific article; zbMATH DE number 5356495
- The stability for the numerical solution of a class of partial differential equations
- Stability and Dynamics of Numerical Methods for Nonlinear Ordinary Differential Equations
- Solving ODEs numerically while preserving a first integral
- scientific article; zbMATH DE number 52120 (Why is no real title available?)
- scientific article; zbMATH DE number 3541848 (Why is no real title available?)
- scientific article; zbMATH DE number 3250144 (Why is no real title available?)
- A non-standard explicit integration scheme for initial-value problems
- Analysis of a finite-difference scheme for a linear advection-diffusion-reaction equation
- Construction of a Finite-Difference Scheme that Exactly Conserves Energy for a Mixed Parity Oscillator
- Control of local error stabilizes integrations
- Exact finite-difference schemes for first order differential equations having three distinct fixed-points
- Nonlinear multistep methods for initial value problems
- On the change of step size in multistep codes
- On the use of nonstandard finite difference methods†
- Solving Ordinary Differential Equations I
- New optimized explicit modified RKN methods for the numerical solution of the Schrödinger equation
- Diagonally implicit block backward differentiation formulas for solving ordinary differential equations
- Exact solutions of non-linear Klein-Gordon equation with non-constant coefficients through the trial equation method
- Using the blow-up technique for a modified Lindemann mechanism
- A new four-step P-stable Obrechkoff method with vanished phase-lag and some of its derivatives for the numerical solution of radial Schrödinger equation
- Maintaining Solution Invariants in the Numerical Solution of ODE<scp>s</scp>
- New optimized two-derivative Runge-Kutta type methods for solving the radial Schrödinger equation
- A new class of two-step P-stable TFPL methods for the numerical solution of second-order IVPs with oscillating solutions
- Two-frequency trigonometrically-fitted and symmetric linear multi-step methods for second-order oscillators
- Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes
- Exponentially fitted TDRK pairs for the Schrödinger equation
- A new implicit six-step P-stable method for the numerical solution of Schrödinger equation
- An explicit third-order one-step method for autonomous scalar initial value problems of first order based on quadratic Taylor approximation
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