Multiderivative Runge-Kutta processes for two-point boundary value problems

Suchitra Gupta1
1Department of Computer Science, The Pennsylvania State University, University Park, USA

Tóm tắt

A class of finite difference schemes for the solution of a nonlinear system of first order differential equations with two point boundary conditions which shares properties with Runge-Kutta processes and gap schemes is discussed. The order conditions for the coefficients of these processes, techniques for reducing these order conditions in number and the symmetry conditions are given. A symmetricA-stable eight order process which has second, fourth and sixth orderA-stable processes embedded in it is given as an example.

Từ khóa


Tài liệu tham khảo

J. C. Butcher,Implicit Runge-Kutta processes, Math. Comp., 18 (1964), pp. 64–88. B. L. Ehle,High order A-stable methods for the numerical solution of systems of differential equations, BIT, 8 (1968), pp. 276–278. S. Gupta,An adaptive boundary value Runge-Kutta solver for first order boundary value problems, SIAM J. Numer. Anal. (to appear). E. Hairer and G. Wanner,Multistep-multistage-multiderivative methods for ordinary differential equations, Computing, 11 (1973), pp. 287–303. E. Hairer and G. Wanner,On the Butcher group and general multi-value methods, Computing, 13 (1974), pp. 1–15. K. Kastlunger and G. Wanner,On Turan type implicit Runge-Kutta methods, Computing, 9 (1972), pp. 317–325. H. J. Stetter,Analysis of Discretization Methods for Ordinary Differential Equations, Springer Tracts in Natural Philosophy, Vol. 23 (1973). R. P. Tewarson and S. Gupta,Improving the accuracy of finite difference methods for solving boundary value ordinary differential equations, BIT, 22 (1982), pp. 353–360. W. M. G. Van Bokhoven,Efficient higher order implicit one-step methods for integration of stiff differential equations, BIT, 20 (1980), pp. 34–43. R. Weiss,The application of implicit Runge-Kutta and collocation methods to boundary value problems, Math. Comp., 28 (1974), pp. 449–464. A. B. White,Numerical solution of two-point boundary value problems, Doctoral thesis, California Institute of Technology, Pasadena, California, 1974.