Scaled one-step methods with one interpolation point

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

Solve the initial value problem \(\dot y=f(x,y),\) \(y(s_ 0)=y_ 0\) with sufficiently smooth f. Denote its solution by y(t) and by \(y_ t\) its approximation at \(x_ t\), where \(x_ t=x_ 0+th\) with stepsize \(h>0\), \(t>0\). Consider the one-step method of order p \((1)\quad y_ t=y_ 0+h\sum^{q+r}_{i=1}p_{it}k_ i,\) where \(k_ 1=f(x_ 0,y_ 0),\) \(k_ i=f(x_ 0+a_ ih_ i;\quad y_ 0+h\sum^{i- 1}_{j=1}b_{ij}k_ j),\) \(a_ i=\sum^{i-1}_{j=1}b_{ij},\quad a_ i\neq 0\) for \(i=2,...,q+r,\) where \(p_{it}\) are time functions. \(a_ i\), \(b_{ij}\) are constants for \(i=2,...,q\) else they may be functions of t, all for \(j=1,...,i-1.\) Define \((2)\quad e=h\sum^{q}_{i=1}s_ ik_ i+hs_{q+1}\tilde k,\) where \(\tilde k=f(x_ 1,y_ 1).\) The existence of the method (1) for \(q=4,6\) with \(r=1\) and any \(t>0\) (t\(\neq 1)\) for which \(p=4,5\) resp., and for \(e=O(h^ p)\) is presented. \([s_ i\), \(s_{q+1}\) in Eq. (2) are not defined, but they are used as constants.] Numerical examples are supplied for scalars x, y.

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