Time-point relaxation Runge-Kutta methods for ordinary differential equations

DOI10.1016/0377-0427(93)90269-HMaRDI QIDQ688030zbMATH OpenOpenAlexFDO

Authors Alfredo Bellen, M. Zennaro, Zdzislaw Jackiewicz

Publication date 28 November 1993

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

Full work available at URL https://doi.org/10.1016/0377-0427(93)90269-h

zbMATH Keywords

convergence orderdiagonal split Runge-Kutta methodGauss-Jacobi methodGauss-Seidel methodone-step methodPicard-Lindelöf iterationsstability regionsTime-point relaxation Runge- Kutta methods

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

Time-point relaxation Runge-Kutta methods are implemented in Gauss-Jacobi and Gauss-Seidel modes. The authors show that if the number of Picard- Lindelöf iterations tends to infinity, then these modes tend to the same one-step method for ordinary differential equations called diagonal split Runge-Kutta method. The convergence order and the stability regions are investigated in detail.

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Cites work

• Contractivity of Waveform Relaxation Runge–Kutta Iterations and Related Limit Methods for Dissipative Systems in the Maximum Norm
• scientific article; zbMATH DE number 3999169 (Why is no real title available?)
• Natural Continuous Extensions of Runge-Kutta Methods
• Remarks on Picard-Lindelöf iteration
• Remarks on Picard-Lindelöf iteration. II

Cited in

(14)

• Implementing an ODE code on distributed memory computers
• Convergence analysis of time-point relaxation iterates for linear systems of differential equations
• On the convergence of continuous-time waveform relaxation methods for singular perturbation initial value problems
• Stability of Runge-Kutta methods used in modular integration
• Runge-Kutta methods of dynamic iteration for index-2 differential-algebraic equations
• scientific article; zbMATH DE number 177008 (Why is no real title available?)
• Metodi waveform relaxation per la risoluzione numerica di grandi sistemi di equazioni differenziali ordinarie
• CWI contributions to the development of parallel Runge-Kutta methods
• Waveform relaxation methods for functional differential systems of neutral type
• The use of Runge-Kutta formulae in waveform relaxation methods
• Stability analysis of time-point relaxation Runge-Kutta methods with respect to tridiagonal systems of differential equations
• Stability of parallel Volterra-Runge-Kutta methods
• A stability analysis of the trapezoidal method for Volterra integral equations with completely positive kernels
• Global stability analysis of the Runge-Kutta methods for Volterra integral and integro-differential equations with degenerate kernels

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