On the numerical integration of ordinary differential equations by processed methods

被引：22

作者：

Blanes, S ^{[1
]}

Casas, F

Murua, A

机构：

[1] Univ Jaume 1, Dept Matemat, Castellon de La Plana 12071, Spain

[2] Univ Basque Country, Informat Fak, Konputazio Zientziak Eta AA Saila, Donostia San Sebastian, Spain

来源：

SIAM JOURNAL ON NUMERICAL ANALYSIS | 2004年 / 42卷 / 02期

关键词：

effective order; processing technique; cheap postprocessor; initial value problems;

D O I：

10.1137/S0036142902417029

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We provide a theoretical analysis of the processing technique for the numerical integration of ODEs. We get the effective order conditions for processed methods in a general setting so that the results obtained can be applied to different types of numerical integrators. We also propose a procedure to approximate the postprocessor such that its evaluation is virtually cost-free. The analysis is illustrated for a particular class of composition methods.

引用

页码：531 / 552

页数：22

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