Second order Chebyshev methods based on orthogonal polynomials

被引:101
作者
Abdulle, A [1 ]
Medovikov, AA
机构
[1] Univ Geneva, Dept Math, CH-1211 Geneva 24, Switzerland
[2] Acad Sci, Inst Numer Math, Moscow, ID USA
关键词
D O I
10.1007/s002110100292
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Stabilized methods (also called Chebyshev methods) are explicit Runge-Kutta methods with extended stability domains along the negative real axis. These methods are intended for large mildly stiff problems, originating mainly from parabolic PDEs. The aim of this paper is to show that with the use of orthogonal polynomials, we can construct nearly optimal stability polynomials of second order with a three-term recurrence relation. These polynomials can be used to construct a new numerical method, which is implemented in a code called ROCK2. This new numerical method can be seen as a combination of van der Houwen-Sommeijer-type methods and Lebedev-type methods.
引用
收藏
页码:1 / 18
页数:18
相关论文
共 19 条
[11]  
LEBEDEV VI, 1998, RUSSIAN IZV VYSSH UC, V9, P55
[12]   High order explicit methods for parabolic equations [J].
Medovikov, AA .
BIT, 1998, 38 (02) :372-390
[13]   OPTIMAL STABILITY POLYNOMIALS [J].
RIHA, W .
COMPUTING, 1972, 9 (01) :37-&
[14]   RKC: An explicit solver for parabolic PDEs [J].
Sommeijer, BP ;
Shampine, LF ;
Verwer, JG .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 1998, 88 (02) :315-326
[15]  
Szego G., 1939, Orthogonal Polynomials
[16]   ON THE INTERNAL STABILITY OF EXPLICIT, M-STAGE RUNGE-KUTTA METHODS FOR LARGE M-VALUES [J].
VANDERHOUWEN, PJ ;
SOMMEIJER, BP .
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1980, 60 (10) :479-485
[17]  
VANDERHOUWEN PJ, 1977, CONSTRUCTION INTEGRA
[18]   Explicit Runge-Kutta methods for parabolic partial differential equations [J].
Verwer, JG .
APPLIED NUMERICAL MATHEMATICS, 1996, 22 (1-3) :359-379
[19]  
Watts H.A., 1984, Trans. Soc. Comput. Simul, V1, P15