On the order of general linear methods

نویسنده

  • Emil M. Constantinescu
چکیده

General linear (GL) methods are numerical algorithms used to solve ODEs. The standard order conditions analysis involves the GL matrix itself and a starting procedure; however, a finishing method (F) is required to extract the actual ODE solution. The standard order analysis and stability are sufficient for the convergence of any GL method. Nonetheless, using a simple GL scheme, we show that the order definition may be too restrictive. Specifically, the order for GL methods with low order intermediate components may be underestimated. In this note we explore the order conditions for GL schemes and propose a new definition for characterizing the order of GL methods, which is focused on the final result – the outcome of F – and can provide more effective algebraic order conditions.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Sequential second derivative general linear methods for stiff systems

‎Second derivative general linear methods (SGLMs) as an extension‎ ‎of general linear methods (GLMs) have been introduced to improve‎ ‎the stability and accuracy properties of GLMs‎. ‎The coefficients of‎ ‎SGLMs are given by six matrices‎, ‎instead of four matrices for‎ ‎GLMs‎, ‎which are obtained by solving nonlinear systems of order and‎ ‎usually Runge--Kutta stability conditions‎. ‎In this p...

متن کامل

Symmetry group, Hamiltonian equations and conservation laws of general three-dimensional anisotropic non-linear sourceless heat transfer equation

‎In this paper Lie point symmetries‎, ‎Hamiltonian equations and conservation‎ ‎laws of general three-dimensional anisotropic non-linear sourceless heat transfer‎ ‎equation are investigated‎. ‎First of all Lie symmetries are obtained by using the general method‎ based on invariance condition of a system of differential equations under a pro‎longed vector field‎. ‎Then the structure of symmetry ...

متن کامل

Some implementation aspects of the general linear methods withinherent Runge-Kutta stability

In this paper we try to put different practical aspects of the general linear methods discussed in the papers [1,6,7] under one algorithm to show more details of its implementation. With a proposed initial step size strategy this algorithm shows a better performance in some problems. To illustrate the efficiency of the method we consider some standard test problems and report more useful detail...

متن کامل

General Solution for Fuzzy Linear Second Order Differential Equation Using First Solution

The fuzzy linear second order equations with fuzzy initial values are investigatedin this paper. The analytic general solution solutions of them usinga rst solution is founded. The parametric form of fuzzy numbers is appliedto solve the second order equations. General solutions for fuzzy linear secondorder equations with fuzzy initial values are investigated and formulatedin four cases. A examp...

متن کامل

On the stability of linear differential equations of second order

The aim of this paper is to investigate the Hyers-Ulam stability of the  linear differential equation$$y''(x)+alpha y'(x)+beta y(x)=f(x)$$in general case, where $yin C^2[a,b],$  $fin C[a,b]$ and $-infty

متن کامل

On the modified iterative methods for $M$-matrix linear systems

This paper deals with scrutinizing the convergence properties of iterative methods to solve linear system of equations. Recently, several types of the preconditioners have been applied for ameliorating the rate of convergence of the Accelerated Overrelaxation (AOR) method. In this paper, we study the applicability of a general class of the preconditioned iterative methods under certain conditio...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Appl. Math. Lett.

دوره 22  شماره 

صفحات  -

تاریخ انتشار 2009