Sixth-order superstable two-step methods for second-order initial-value problems

DOI10.1016/0377-0427(88)90299-3MaRDI QIDQ1119349zbMATH OpenOpenAlexFDO

Authors Rakesh K. Jain

Publication date 1988

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(88)90299-3

zbMATH Keywords

implicit two-step methods of order sixinterval of periodicityRunge-Kutta formulasecond order differential equationsstabilitytruncation error

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Review text

A one parameter family of implicit two-step methods of order six are given for the numerical integration of second order differential equations. The scheme is a mixture of a linear two-step method and of a Runge-Kutta formula. A stability analysis is performed for linear differential equations with real coefficients. It is shown that whenever the exact solution of the linear differential equation stay bounded then the roots of the characteristic polynomial of the numerical scheme are less than one in modulus. The truncation error is given.

Recommendations

• Superstable single-step methods for second-order initial-value problems
• A class of explicit two-step superstable methods for second-order linear initial value problems
• Superstable implicit Runge-Kutta methods for second order initial value problems
• Attainable order of theP-stable family of certain two-step methods for periodic second order initial value problems
• On the stability of two new two-step explicit methods for the numerical integration of second order initial value problem on a variable mesh

Cites work

• High-accuracy P-stable Methods for y^″ = f(t, y)
• scientific article; zbMATH DE number 3723802 (Why is no real title available?)
• Superstable single-step methods for second-order initial-value problems
• Superstable two-step methods for the numerical integration of general second order initial value problems

Cited in

(7)

• \(E\)-stable methods for exponentially decreasing solutions of second order initial value problems
• Superstable two-step methods for the numerical integration of general second order initial value problems
• Superstable single-step methods for second-order initial-value problems
• Superstable implicit Runge-Kutta methods for second order initial value problems
• On the stability of two new two-step explicit methods for the numerical integration of second order initial value problem on a variable mesh
• Sixth‐order, P‐stable, Numerov‐type methods for use at moderate accuracies
• A class of explicit two-step superstable methods for second-order linear initial value problems

This page was built for publication: Sixth-order superstable two-step methods for second-order initial-value problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1119349)