Symmetric two-step algorithms for ordinary differential equations

DOI10.1007/BF02248027zbMath0209.47001MaRDI QIDQ2543904

Hans J. Stetter

Publication date: 1970

Published in: Computing (Search for Journal in Brave)

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (12)

Extrapolation in Lie groups with approximated BCH-formula ⋮ Numerical solution of initial value problems by nonlinear trapezoidal formulae and extrapolation methods ⋮ The extrapolated explicit midpoint scheme for variable order and step size controlled integration of the Landau-Lifschitz-Gilbert equation ⋮ Two-sided stability and convergence of multistage and multistep methods for ordinary differential equations ⋮ Novel parallel in time integrators for ODEs ⋮ Numerical integration methods in dynamical astronomy ⋮ On the construction of symmetric second order methods for ODEs ⋮ Vienna contributions to the development of RK-methods ⋮ A study of extrapolation methods based on multistep schemes without parasitic solutions ⋮ Runge-Kutta-methods with expansion in even powers of h ⋮ A semi-implicit mid-point rule for stiff systems of ordinary differential equations ⋮ Order and stepsize control in extrapolation methods

Cites Work

• Unnamed Item
• Numerical treatment of ordinary differential equations by extrapolation methods
• Asymptotic expansions for the error of discretization algorithms for non- linear functional equations
• On Extrapolation Algorithms for Ordinary Initial Value Problems
• A Study of Strong and Weak Stability in Discretization Algorithms
• Cyclic Composite Multistep Predictor-Corrector Methods
• An Algebraic Theory of Integration Methods

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