|
Two-parameter, arbitrary order, exponential approximations for stiff equations
Authors:
Byron L. Ehle and Zdenek Picel
Journal:
Math. Comp. 29 (1975), 501-511
MSC:
Primary 65L99; Secondary 65D15
MathSciNet review:
0375737
Full-text PDF Free Access
Abstract |
References |
Similar Articles |
Additional Information
Abstract: A two-parameter family of approximations to the exponential function is considered. Constraints on the parameters are determined which guarantee the approximations are A-acceptable. The suitability of these approximations for 2-point A-stable exponential fitting is established. Several numerical methods, which produce these approximations when solving , are presented.
- [1]
Theodore
A. Bickart and Zdenek
Picel, High order stiffly stable composite multistep methods for
numerical integration of stiff differential equations, Nordisk Tidskr.
Informationsbehandling (BIT) 13 (1973), 272–286. MR 0327043
(48 #5385)
- [2]
J.
C. Butcher, Implicit Runge-Kutta
processes, Math. Comp. 18 (1964), 50–64. MR 0159424
(28 #2641), http://dx.doi.org/10.1090/S0025-5718-1964-0159424-9
- [3]
F.
H. Chipman, 𝐴-stable Runge-Kutta processes, Nordisk
Tidskr. Informationsbehandling (BIT) 11 (1971),
384–388. MR 0295582
(45 #4648)
- [4]
Germund
G. Dahlquist, A special stability problem for linear multistep
methods, Nordisk Tidskr. Informations-Behandling 3
(1963), 27–43. MR 0170477
(30 #715)
- [5]
Byron
L. Ehle, 𝐴-stable methods and Padé approximations to
the exponential, SIAM J. Math. Anal. 4 (1973),
671–680. MR 0331787
(48 #10119)
- [6]
Byron
L. Ehle, High order 𝐴-stable methods for the numerical
solution of systems of D.E.’s, Nordisk Tidskr.
Informationsbehandling (BIT) 8 (1968), 276–278. MR 0239762
(39 #1119)
- [7]
B. L. EHLE, Some Results on Exponential Approximation and Stiff Equations, Univ. of Victoria Res. Rep. #77, Victoria, B. C., Canada, January 1974.
- [8]
B. L. EHLE, On Padé Approximations to the Exponential Function and A-Stable Methods for the Numerical Solution of Initial Value Problems, Res. Rep. CSRR2010, Dept. of Appl. Anal. and Comput. Sci., University of Waterloo, Canada.
- [9]
P.
M. Hummel and C.
L. Seebeck Jr., A generalization of Taylor’s expansion,
Amer. Math. Monthly 56 (1949), 243–247. MR 0028907
(10,516i)
- [10]
R.
K. Jain, Some 𝐴-stable methods for
stiff ordinary differential equations, Math.
Comp. 26 (1972),
71–77. MR
0303733 (46 #2869), http://dx.doi.org/10.1090/S0025-5718-1972-0303733-1
- [11]
Allan
M. Krall, The root locus method: A survey, SIAM Rev.
12 (1970), 64–72. MR 0260452
(41 #5078)
- [12]
J.
Douglas Lawson, Generalized Runge-Kutta processes for stable
systems with large Lipschitz constants, SIAM J. Numer. Anal.
4 (1967), 372–380. MR 0221759
(36 #4811)
- [13]
J. D. LAWSON & B. L. EHLE, Improved Generalized Runge-Kutta, Proc. Canadian Computer Conference, Montreal, June 1972.
- [14]
H.
A. Watts and L.
F. Shampine, 𝐴-stable block implicit one-step methods,
Nordisk Tidskr. Informationsbehandling (BIT) 12 (1972),
252–266. MR 0307483
(46 #6603)
- [15]
Richard
S. Varga, On higher order stable implicit methods for solving
parabolic partial differential equations, J. Math. and Phys.
40 (1961), 220–231. MR 0140191
(25 #3613)
- [1]
- T. A. BICKART & Z. PICEL, "High order stiffly stable composite multistep methods for numerical integration of stiff differential equations," (BIT), v. 13, 1973, pp. 272-286. MR 0327043 (48:5385)
- [2]
- J. C. BUTCHER, "Implicit Runge-Kutta processes," Math. Comp., v. 18, 1964, pp. 50-64. MR 28 #2641. MR 0159424 (28:2641)
- [3]
- F. H. CHIPMAN, "A-stable Runge-Kutta processes," (BIT), v. 11, 1971, pp. 384-388. MR 45 #4648. MR 0295582 (45:4648)
- [4]
- G. G. DAHLQUIST, "A special stability problem for linear multistep methods," (BIT), v. 3, 1963, pp. 27-43. MR 30 #715. MR 0170477 (30:715)
- [5]
- B. L. EHLE, "A-stable methods and Padé approximation to the exponential," SIAM J. Math. Anal., v. 4, 1973, pp. 671-680. MR 0331787 (48:10119)
- [6]
- B. L. EHLE, "High order A-stable methods for the numerical solution of systems of D. E's," (BIT), v. 8, 1968, pp. 276-278. MR 39 #1119. MR 0239762 (39:1119)
- [7]
- B. L. EHLE, Some Results on Exponential Approximation and Stiff Equations, Univ. of Victoria Res. Rep. #77, Victoria, B. C., Canada, January 1974.
- [8]
- B. L. EHLE, On Padé Approximations to the Exponential Function and A-Stable Methods for the Numerical Solution of Initial Value Problems, Res. Rep. CSRR2010, Dept. of Appl. Anal. and Comput. Sci., University of Waterloo, Canada.
- [9]
- P. M. HUMMEL & C. L. SEEBECK, "A generalization of Taylor's theorem," Amer. Math. Monthly, v. 56, 1949, pp. 243-247. MR 10, 516. MR 0028907 (10:516i)
- [10]
- R. K. JAIN, "Some A-stable methods for stiff ordinary differential equations," Math. Comp., v. 26, 1972, pp. 71-77. MR 46 #2869. MR 0303733 (46:2869)
- [11]
- ALLAN M. KRALL, "The root locus method: A survey," SIAM Rev., v. 12, 1970, pp. 64-72. MR 41 #5078. MR 0260452 (41:5078)
- [12]
- J. D. LAWSON, "Generalized Runge-Kutta processes for stable systems with large Lipschitz constants," SIAM J. Numer. Anal., v. 4, 1967, pp. 372-380. MR 36 #4811. MR 0221759 (36:4811)
- [13]
- J. D. LAWSON & B. L. EHLE, Improved Generalized Runge-Kutta, Proc. Canadian Computer Conference, Montreal, June 1972.
- [14]
- H. A. WATTS & L. F. SHAMPINE, "A-stable block implicit one-step methods," (BIT), v. 12, 1972, pp. 252-266. MR 46 #6603. MR 0307483 (46:6603)
- [15]
- R. S. VARGA, "On higher order stable implicit methods for solving parabolic partial differential equations," J. Math. and Phys., v. 40, 1961, pp. 220-231. MR 25 #3613. MR 0140191 (25:3613)
Similar Articles
Retrieve articles in Mathematics of Computation
with MSC:
65L99,
65D15
Retrieve articles in all journals
with MSC:
65L99,
65D15
Additional Information
DOI:
http://dx.doi.org/10.1090/S0025-5718-1975-0375737-7
PII:
S 0025-5718(1975)0375737-7
Keywords:
A-acceptable,
exponential fitting,
stiff equations
Article copyright:
© Copyright 1975 American Mathematical Society
|