Optimization of Nordsieck's Method for the Numerical Integration of Ordinary Differential Equations

R.H.J. Gmelig, C.R. Traas

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    Abstract

    Stability and accuracy of Nordsieck's integration method can be improved by choosing the zero-positions of the extraneous roots of the characteristic equation in a suitable way. Optimum zero-positions have been found by minimizing the lower bound of the interval of absolute stability and the coefficient of the truncation error. Various properties of the improved methods have been analysed, such as the behaviour of the high-order terms, the equivalence with multistep methods and the damping of perturbations.
    Original languageUndefined
    Pages (from-to)269-278
    JournalZeitschrift für angewandte Mathematik und Mechanik
    Volume64
    Issue number7
    DOIs
    Publication statusPublished - 1984

    Keywords

    • IR-70705

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