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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 2, Pages 234–244
(Mi zvmmf331)
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This article is cited in 5 scientific papers (total in 5 papers)
Numerical methods based on multipoint Hermite interpolating polynomials for solving the Cauchy problem for stiff systems of ordinary differential equations
A. F. Latypov, Yu. V. Nikulichev Institute of Theoretical and Applied Mechanics, Siberian Division, Russian Academy of Sciences, Institutskaya ul. 4/1, Novosibirsk, 630090, Russia
Abstract:
Families of $A$-, $L$- and $L(\delta)$-stable methods are constructed for solving the Cauchy problem for a system of ordinary differential equations (ODEs). The $L(\delta)$-stability of a method with a parameter $\delta\in(0,1)$ is defined. The methods are based on the representation of the right-hand sides of an ODE system at the step $h$ in terms of two-or three-point Hermite interpolating polynomials. Comparative results are reported for some test problems. The multipoint Hermite interpolating polynomials are used to derive formulas for evaluating definite integrals. Error estimates are given.
Key words:
systems of first-order ordinary differential equations, Cauchy problem, stability, Hermite polynomial interpolation,
error estimate.
Received: 01.03.2005 Revised: 26.01.2006
Citation:
A. F. Latypov, Yu. V. Nikulichev, “Numerical methods based on multipoint Hermite interpolating polynomials for solving the Cauchy problem for stiff systems of ordinary differential equations”, Zh. Vychisl. Mat. Mat. Fiz., 47:2 (2007), 234–244; Comput. Math. Math. Phys., 47:2 (2007), 227–237
Linking options:
https://www.mathnet.ru/eng/zvmmf331 https://www.mathnet.ru/eng/zvmmf/v47/i2/p234
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