ORDER RESULTS FOR MONO-IMPLICIT RUNGE-KUTTA METHODS

被引:27
作者
BURRAGE, K
CHIPMAN, FH
MUIR, PH
机构
[1] ACADIA UNIV,WOLFVILLE,NS B0P 1X0,CANADA
[2] ST MARYS UNIV,HALIFAX B3H 3C3,NS,CANADA
关键词
RUNGE-KUTTA METHODS; ORDINARY DIFFERENTIAL EQUATIONS;
D O I
10.1137/0731047
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The mono-implicit Runge-Kutta methods are a subclass of the well-known implicit Runge-Kutta methods and have application in the efficient numerical solution of systems of initial and boundary value ordinary differential equations. Although the efficiency and stability properties of this class of methods have been studied in a number of papers, the specific question of determining the maximum order of an s-stage mono-implicit Runge-Kutta method has not been dealt with. In addition to the complete characterization of some subclasses of these methods having a number of stages s less-than-or-equal-to 5, a main result of this paper is a proof that the order of an s-stage mono-implicit Runge-Kutta method is at most s + 1.
引用
收藏
页码:876 / 891
页数:16
相关论文
共 21 条
[1]  
Burrage K., 1978, BIT (Nordisk Tidskrift for Informationsbehandling), V18, P22, DOI 10.1007/BF01947741
[2]  
BURRAGE K, 1989, IMA J NUMER ANAL, V8, P43
[3]  
Butcher J. C, 1987, NUMERICAL ANAL ORDIN
[4]   IMPLICIT RUNGE-KUTTA PROCESSES [J].
BUTCHER, JC .
MATHEMATICS OF COMPUTATION, 1964, 18 (85) :50-&
[5]  
Cash J.R., 1980, BEHAV INF TECHNOL, V20, P44
[6]   NUMERICAL-INTEGRATION OF NONLINEAR 2-POINT BOUNDARY-VALUE-PROBLEMS USING ITERATED DEFERRED CORRECTIONS .1. A SURVEY AND COMPARISON OF SOME ONE-STEP FORMULAS [J].
CASH, JR .
COMPUTERS & MATHEMATICS WITH APPLICATIONS-PART A, 1986, 12 (10) :1029-1048
[7]   A DEFERRED CORRECTION METHOD FOR NONLINEAR 2-POINT BOUNDARY-VALUE-PROBLEMS - IMPLEMENTATION AND NUMERICAL EVALUATION [J].
CASH, JR ;
WRIGHT, MH .
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1991, 12 (04) :971-989
[9]  
CASH JR, 1982, BIT, V22, P184, DOI 10.1007/BF01944476
[10]   MONO-IMPLICIT RUNGE-KUTTA FORMULAS FOR THE NUMERICAL-INTEGRATION OF STIFF DIFFERENTIAL-SYSTEMS [J].
CASH, JR ;
SINGHAL, A .
IMA JOURNAL OF NUMERICAL ANALYSIS, 1982, 2 (02) :211-227