Multiple shooting with dichotomically stable formulae for linear boundary-value problems

DOI10.1016/S0898-1221(99)00270-9zbMath0945.65086MaRDI QIDQ1972474

E. Dueñas, Roland England, Jesús López-Estrada

Publication date: 12 October 2000

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

zbMATH Keywords

Runge-Kutta methodboundary layersstep size controldecouplinglinear boundary value problemsmultiple shootingdichotomic stability

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Linear boundary value problems for ordinary differential equations (34B05) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

Related Items (2)

Efficient numerical pricing of American options based on multiple shooting method: a PDE approach ⋮ Multiple shooting using a dichotomically stable integrator for solving differential-algebraic equations

Cites Work

• Unnamed Item
• General framework, stability and error analysis for numerical stiff boundary value methods
• Estimates for the errors in the solutions of linear boundary value problems, due to perturbations
• An Efficient Algorithm for Solving General Linear Two-Point BVP
• On Dichotomy and Well Conditioning in BVP
• Decoupling and Stability of Algorithms for Boundary Value Problems
• Boundary Value Problems and Dichotomic Stability

This page was built for publication: Multiple shooting with dichotomically stable formulae for linear boundary-value problems