Richardson Extrapolation combined with the sequential splitting procedure and the θ-method

• Autorzy: Zahari Zlatev , István Faragó , Ágnes Havasi
• Języki publikacji: EN

Abstrakty

EN

Initial value problems for systems of ordinary differential equations (ODEs) are solved numerically by using a combination of (a) the θ-method, (b) the sequential splitting procedure and (c) Richardson Extrapolation. Stability results for the combined numerical method are proved. It is shown, by using numerical experiments, that if the combined numerical method is stable, then it behaves as a second-order method.

Słowa kluczowe

EN

Initial value problems; Ordinary differential equations; Sequential splitting; Richardson Extrapolation; Stability

Kategorie tematyczne

• 65L05: Initial value problems
• 65L07: Numerical investigation of stability of solutions
• 65L20: Stability and convergence of numerical methods

• Wydawca: De Gruyter Open
• Czasopismo: Open Mathematics
• Rocznik: 2012
• Tom: 10
• Numer: 1
• Strony: 159-172

Daty

wydano

2012-02-01

online

2011-12-09

Twórcy

autor

Zahari Zlatev

• Aarhus University

autor

István Faragó

• Eötvös Loránd University

autor

Ágnes Havasi

• Eötvös Loránd University

Bibliografia

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Identyfikatory

DOI

10.2478/s11533-011-0099-7