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Order conditions for numerical methods for partitioned ordinary differential equations
Authors:E Hairer
Institution:(1) Institut für Angewandte Mathematik, Universität Heidelberg, Im Neuenheimer Feld 294, D-6900 Heidelberg 1, Germany (Fed. Rep.)
Abstract:Summary Motivated by the consideration of Runge-Kutta formulas for partitioned systems, the theory of ldquoP-seriesrdquo is studied. This theory yields the general structure of the order conditions for numerical methods for partitioned systems, and in addition for Nyström methods foryPrime=f(y,yprime), for Rosenbrock-type methods with inexact Jacobian (W-methods). It is a direct generalization of the theory of Butcher series 7, 8]. In a later publication, the theory ofP-series will be used for the derivation of order conditions for Runge-Kutta-type methods for Volterra integral equations 1].
Keywords:AMS(MOS): 65L05  CR:5  17
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