Two-step almost collocation methods for ordinary differential equations

DOI10.1007/S11075-009-9280-5MaRDI QIDQ849272zbMATH OpenOpenAlexFDO

Authors M. Ferro, Raffaele D'Ambrosio, Zdzislaw Jackiewicz, Beatrice Paternoster

Publication date 25 February 2010

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-009-9280-5

zbMATH Keywords

\(A\)-stabilityabsolute stabilityinitial value problemlocal error estimationorder conditionssystem of nonlinear ordinary differential equationstwo-step collocation methods

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) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

The purpose of this paper is to discuss the construction of highly stable two-step collocation methods for the numerical solution of an initial value problem a nonlinear system of ordinary differential equations. After deducing the order conditions so that the method has uniform order, the authors derive the recurrence relations which are needed to analyze linear stability properties of these methods. Next, an analysis of methods in some particular cases is provided, where the examples of \(A\)-stable and \(L\)-stable methods are also listed. Finally, some concluding remarks are given and plans for future research are briefly outlined.

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Cited in

(42)

• Two-step methods for ordinary differential equations
• Two-step collocation methods for fractional differential equations
• Some new two-step integration methods
• Collocation-based two-step Runge-Kutta methods
• Numerical search for algebraically stable two-step almost collocation methods
• Multivalue second derivative collocation methods
• Nested second derivative two-step Runge-Kutta methods
• A class of two-step collocation methods for Volterra integro-differential equations
• Second derivative two-step collocation methods for ordinary differential equations
• Multivalue collocation methods free from order reduction
• A novel class of collocation methods based on the weighted integral form of ODEs
• Search for efficient general linear methods for ordinary differential equations
• \(P\)-stable general Nyström methods for \(y=f(y(t))\)
• Exponentially fitted singly diagonally implicit Runge-Kutta methods
• Construction and implementation of two-step continuous methods for Volterra integral equations
• Order conditions for general linear Nyström methods
• Two-step almost collocation methods for Volterra integral equations
• Symmetric two-step Runge-Kutta collocation methods for stiff systems of ordinary differential equations
• Practical construction of two-step collocation Runge-Kutta methods for ordinary differential equations
• Collocation–Based Two Step Runge–Kutta Methods for Ordinary Differential Equations
• Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations
• Two-Step Methods and Bi-Orthogonality
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• A New Class Of Adams-Bashforth Schemes For Odes
• scientific article; zbMATH DE number 863789 (Why is no real title available?)
• Parallel methods for weakly singular Volterra integral equations on GPUs
• A General Family of Two Step Collocation Methods for Ordinary Differential Equations
• Construction and implementation of highly stable two-step continuous methods for stiff differential systems
• GPU-acceleration of waveform relaxation methods for large differential systems
• Variable stepsize multivalue collocation methods
• Trigonometrically fitted two-step hybrid methods for special second order ordinary differential equations
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• A block hybrid method for non-linear second order boundary value problems
• On implicit second derivative two-step peer methods with RK stability for ODEs
• Multistep collocation methods for Volterra integro-differential equations with delay terms
• Multistep collocation methods for Volterra integro-differential equations
• Continuous two-step Runge-Kutta methods for ordinary differential equations

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