A family of A-stable Runge Kutta collocation methods of higher order for initial-value problems |
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Authors: | Vigo-Aguiar Jesus; Ramos Higinio |
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Institution: |
Scientific Computing Group, Universidad de Salamanca, Salamanca, Spain
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Abstract: | We consider the construction of a special family of Runge–Kutta(RK) collocation methods based on intra-step nodal points ofChebyshev–Gauss–Lobatto type, with A-stability andstiffly accurate characteristics. This feature with its inherentimplicitness makes them suitable for solving stiff initial-valueproblems. In fact, the two simplest cases consist in the well-knowntrapezoidal rule and the fourth-order Runge–Kutta–LobattoIIIA method. We will present here the coefficients up to eighthorder, but we provide the formulas to obtain methods of higherorder. When the number of stages is odd, we have considereda new strategy for changing the step size based on the use ofa pair of methods: the given RK method and a linear multistepone. Some numerical experiments are considered in order to checkthe behaviour of the methods when applied to a variety of initial-valueproblems. |
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Keywords: | Runge-Kutta collocation methods initial-value problems A-stability |
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