Article ID Journal Published Year Pages File Type
5776490 Journal of Computational and Applied Mathematics 2017 11 Pages PDF
Abstract
A-stability is a desirable property for stiff integrators. However, it may be difficult to prove or implement in an automated search for multi-stage multi-step methods requiring eigenvalue computations on complex sets of parameters. In this paper we apply a purely algebraic criterion for A-stability of peer two-step methods requiring only the solution of algebraic equations and combine it with a new criterion for zero-stability of peer methods on general time grids. Both criteria lead to formulations solvable by standard numerical methods and are easily verifiable by anyone if sufficient data are provided. Several 4-stage methods of order 3 and 4 are constructed and compared with existing methods on a few standard test problems.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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