|
This article is cited in 2 scientific papers (total in 2 papers)
Computational Mathematics
Stabilised explicit Adams-type methods
V. I. Repnikov, B. V. Faleichik, A. V. Moisa Belarusian State University, 4 Niezaliežnasci Avenue, Minsk 220030, Belarus
Abstract:
In this work we present explicit Adams-type multi-step methods with extended stability intervals, which are analogous to the stabilised Chebyshev Runge – Kutta methods. It is proved that for any $k \geq 1$ there exists an explicit $k$-step Adams-type method of order one with stability interval of length $2k$. The first order methods have remarkably simple expressions for their coefficients and error constant. A damped modification of these methods is derived. In the general case, to construct a $k$-step method of order $p$ it is necessary to solve a constrained optimisation problem in which the objective function and $p$ constraints are second degree polynomials in $k$ variables. We calculate higher-order methods up to order six numerically and perform some numerical experiments to confirm the accuracy and stability of the methods.
Keywords:
numerical ODE solution; stiffness; stability interval; absolute stability; multi-step methods; Adams-type methods; explicit methods.
Citation:
V. I. Repnikov, B. V. Faleichik, A. V. Moisa, “Stabilised explicit Adams-type methods”, Journal of the Belarusian State University. Mathematics and Informatics, 2 (2021), 82–98
Linking options:
https://www.mathnet.ru/eng/bgumi33 https://www.mathnet.ru/eng/bgumi/v2/p82
|
Statistics & downloads: |
Abstract page: | 79 | Full-text PDF : | 44 | References: | 27 |
|