A variable step implicit block multistep method for solving first-order ODEs

DOI10.1016/J.CAM.2009.10.023MaRDI QIDQ847191zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 12 February 2010

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

Full work available at URL https://doi.org/10.1016/j.cam.2009.10.023

zbMATH Keywords

Adams-type methoddivided differencefour-point implicit block multistep methodnumerical examplesordinary differential equationsstability Gauss-Seidel approachvariable step size

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) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

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Cites work

• 3-point implicit block method for solving ordinary differential equations
• A Runge-Kutta for all Seasons
• Block Implicit One-Step Methods
• Efficient block predictor-corrector methods with a small number of corrections
• scientific article; zbMATH DE number 5688205 (Why is no real title available?)
• Implementation of four-point fully implicit block method for solving ordinary differential equations
• On the Numerical Integration of Certain Differential Equations of the Second Order
• Twostep-by-twostep PIRK-type PC methods with continuous output formulas

Cited in

(14)

• Direct two-point block one-step method for solving general second-order ordinary differential equations
• An efficient computational algorithm for pricing European, barrier and American options
• Functionally-fitted block -methods for ordinary differential equations
• Functionally-fitted block methods for ordinary differential equations
• New technique of VSVO coupled block method for solving first order ODEs
• Implementation of 2-point 2-step methods for the solution of first order ODEs
• Variable step size block method for solving directly third order ordinary differential equations
• 3-point implicit block multistep method for the solution of first order ODEs
• Block methods with off-steps points for solving first order ordinary differential equations
• A direct variable step block multistep method for solving general third-order ODEs
• 1-point implicit code of Adams Moulton type to solve first order ordinary differential equations
• Direct integration implicit variable steps method for solving higher order systems of ordinary differential equations directly
• A new continuous hybrid block method with one optimal intrastep point through interpolation and collocation
• Implementation of four-point fully implicit block method for solving ordinary differential equations

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