Extended double-stride \(L\)-stable methods for the numerical solution of ODEs

DOI10.1016/0898-1221(95)00187-5zbMath0859.65075OpenAlexW2011033839MaRDI QIDQ1913436

M. M. Chawla, M. S. Al-Sahhar, Ahmed Abdullatif Karaballi

Publication date: 7 April 1997

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(95)00187-5

zbMATH Keywords

numerical examplesstiff systemsmultistep methodsimplicit Runge-Kutta methods\(L\)-stabilityfourth-order methodMilne's method

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Multiple scale methods for ordinary differential equations (34E13)

Related Items (8)

New L-stable method for numerical solutions of ordinary differential equations ⋮ Multistride \(L\)-stable fourth-order methods for the numerical solution of ODEs ⋮ High-accuracy finite-difference methods for the valuation of options ⋮ On the generation of mono-implicit Runge-Kutta-Nyström methods by mono-implicit Runge-Kutta methods ⋮ Spline approximation method to solve an option pricing problem ⋮ Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing ⋮ Extended one-step time-integration schemes for convection-diffusion equations ⋮ Numerical solution of the generalized Burgers' equation via spectral/spline methods

Cites Work

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• An \(A\)-stable extended trapezoidal rule for the integration of ordinary differential equations
• A class of stabilized extended one-step methods for the numerical solution of ODEs
• Extended one-step methods for the numerical solution of ordinary differential equations
• Extended a-stable two-step methods for the numerical solution of ordinary differential equations

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