Starting algorithms for some DIRK methods

DOI10.1023/A:1019112419829MaRDI QIDQ1587017zbMATH OpenOpenAlexFDO

Authors Inmaculada Higueras, Teo Roldán

Publication date 22 November 2000

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019112419829

zbMATH Keywords

comparison of methodsimplicit Runge-Kutta methodsinitial value problemnumerical examplesstarting algorithms

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)

Review text

For implicit Runge-Kutta methods, a nonlinear system must be solved at each step. Usually a such system is solved by means of an iterative scheme and, to start the iterations, some accurate initial values are required. A initializer for some diagonally implicit Runge-Kutta (DIRK) and singly DIRK methods is constructed and the numerical experiments show that its use gives good results. The proposed initializer is also compared with others used in the literature.

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