Numerical multisteps matrix methods for \(Y=f(t,Y)\)

DOI10.1016/0096-3003(93)90092-SzbMath0790.65061MaRDI QIDQ1316162

Rafael-Jacinto Villanueva, José-Luis Morera, Lucas Jodar

Publication date: 14 March 1994

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

error boundsmultistep matrix methodssystems of second order differential equations

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70)

Related Items

Numerical solutions of second-order matrix models using cubic-matrix splines ⋮ Exact and approximate solutions with a priori error bounds for systems of time-dependent wave equations ⋮ Solution of second-order IVP and BVP of matrix differential models using matrix DTM

Uses Software

• Mathematica

Cites Work

• General framework, stability and error analysis for numerical stiff boundary value methods
• A note on the roundoff error in the Numerov algorithm
• Using Gauss-Jordan elimination to compute the index, generalized nullspaces, and Drazin inverse
• The numerical solution of coupled differential equations arising from the Schrödinger equation
• On convergent linear multistep matrix methods
• NUMERICAL SOLUTION OF THE HARTREE–FOCK EQUATIONS
• On the Nature of the Spectrum of Singular Second Order Linear Differential Equations
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