Exponentially fitted two-step Runge-Kutta methods: Construction and parameter selection

被引:31
作者
D'Ambrosio, R. [1 ]
Esposito, E. [1 ]
Paternoster, B. [1 ]
机构
[1] Univ Salerno, Dipartimento Matemat & Informat, Fisciano, SA, Italy
关键词
Ordinary differential equations; Two-step Runge-Kutta methods; Exponential fitting; Parameter selection; ORDINARY DIFFERENTIAL-EQUATIONS; INITIAL-VALUE PROBLEMS; VARIABLE-COEFFICIENTS; COLLOCATION METHODS; ORDER CONDITIONS; STABILITY; DERIVATION;
D O I
10.1016/j.amc.2012.01.014
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We derive exponentially fitted two-step Runge-Kutta methods for the numerical solution of y' = f(x,y), specially tuned to the behaviour of the solution. Such methods have nonconstant coefficients which depend on a parameter to be suitably estimated. The construction of the methods is shown and a strategy of parameter selection is presented. Some numerical experiments are provided to confirm the theoretical expectations. (C) 2012 Elsevier Inc. All rights reserved.
引用
收藏
页码:7468 / 7480
页数:13
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