A variable step implicit block multistep method for solving first-order ODEs

DOI10.1016/j.cam.2009.10.023zbMath1183.65094OpenAlexW2079240635MaRDI QIDQ847191

N. E. Zubov

Publication date: 12 February 2010

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

Full work available at URL: https://doi.org/10.1016/j.cam.2009.10.023

zbMATH Keywords

numerical examplesordinary differential equationsvariable step sizedivided differenceAdams-type methodfour-point implicit block multistep methodstability Gauss-Seidel approach

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) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

Related Items (6)

A new continuous hybrid block method with one optimal intrastep point through interpolation and collocation ⋮ Functionally-fitted block \( \theta \)-methods for ordinary differential equations ⋮ Direct two-point block one-step method for solving general second-order ordinary differential equations ⋮ An efficient computational algorithm for pricing European, barrier and American options ⋮ A direct variable step block multistep method for solving general third-order ODEs ⋮ Functionally-fitted block methods for ordinary differential equations

Cites Work

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• Efficient block predictor-corrector methods with a small number of corrections
• Implementation of four-point fully implicit block method for solving ordinary differential equations
• Twostep-by-twostep PIRK-type PC methods with continuous output formulas
• 3-point implicit block method for solving ordinary differential equations
• On the Numerical Integration of Certain Differential Equations of the Second Order
• Block Implicit One-Step Methods
• A Runge-Kutta for all Seasons

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