Phase properties of exponentially-fitted symmetric multistep methods for y=f(x,y)

arXivmath/0611801MaRDI QIDQ6478308FDOQ6478308

Publication date: 26 November 2006

Abstract: A convenient tool to obtain numerical methods specially tuned on oscillating functions is exponential fitting. Such methods are needed in various branches of natural sciences, particularly in physics, since a lot of physical phenomena exhibit a pronounced oscillatory behavior. Many exponentially-fitted (EF) symmetric multistep methods for y=f(x,y) are already developed. To have an idea of the accuracy we examine their phase properties. The remarkably simple expression of the phase-lag error obtained in Theorem 2 allows to draw quantitative conclusions on the merits of each EF version.

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05)

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