一类隐式的k+1阶线性k步法

本文首先给出了一类比Adams-Moulton方法的绝对稳定区间大的隐式k+1阶线性k步法基本公式.求出了3-9步新公式的分数形式的精确系数,阶数,局部截断误差主项系数和绝对稳定区间,然后构造了由4阶隐式新公式和同阶显式Nyström公式组合而成的预估-校正方法,比著名的Adams-Bashforth-Moulton和Nyström-Adams-Moulton预估校正方法的绝对稳定区间大,最后用对比数值试验对结果进行了验证.     

一类A(α)稳定的k阶线性k步法公式

本文给出了一类与Gear方法类似的k阶线性k步法隐式公式.作者还求出了公式的分数形式的系数,阶数和局部截断误差主项系数,并验证了2-6步公式都具有A(α)稳定的,计算出了它们的幅角α.最后用对比数值实验验证了公式确实是稳定的,并且适合于求解刚性常微分方程.     

一类A(α)稳定的k阶线性k步法公式

本文给出了一类与Gear方法类似的κ阶线性κ步法隐式公式.作者还求出了公式的分数形式的系数,阶数和局部截断误差主项系数,并验证了2-6步公式都具有A(α)稳定的,计算出了它们的幅角α.最后用对比数值实验验证了公式确实是稳定的,并且适合于求解刚性常微分方程.     

一类A(α)稳定的κ阶线性κ步法公式

本文给出了一类与Gear方法类似的κ阶线性κ步法隐式公式.作者还求出了公式的分数形式的系数,阶数和局部截断误差主项系数,并验证了2-6步公式都具有A(α)稳定的,计算出了它们的幅角α.最后用对比数值实验验证了公式确实是稳定的,并且适合于求解刚性常微分方程.     

具有A(α)-稳定的Adams-Moulton公式类型

给出了含参数的3阶3步法的A(α)-稳定的Adams-Moulton类型公式族.同时求出了公式的精确分数形式的系数,阶数和局部截断误差主项系数,计算出了它们的幅角α,最后用对比数值实验验证了公式是稳定的,并且适合于求解刚性常微分方程.     

预估-校正方法的绝对稳定性讨论

预估-校正方法,即PECE方法,常被用于求解常微分方程的初值问题.而一般文献中常只讨论了单个线性多步法公式的稳定性问题,很少涉及由一个显式公式和一个隐式公式组合而成的PECE方法的稳定性.本文应用根轨迹法和对分法讨论了常用的PECE方法的稳定性,求出了一些常用PECE方法的组合公式的绝对稳定区间和绝对稳定区域,并用数值...     

求解常微分方程的预估——校正方法

本文提供了基于由Adams和Nystrom方法[1]的组合的一类预估——校正方法,它们是具有增大的绝对稳定域。对于K=3,4,5,6,7,给出这些公式的系数。     

Simpson校正公式

给出了Simpson校正公式的截断误差,分析了复化Simpson校正公式的收敛阶.数值算例验证了理论分析的正确性.     

渐近A稳定的线性多步法

本文主要结果为: 1.构造了一类k步k+1阶隐式线性多步公式,它们是渐近A稳定的。 2.构造了一类k步k阶隐式线性多步公式,它们是stiff稳定且是渐近A稳定的。 3.构造了一类k步k—1阶显式线性多步公式,它们是渐近A稳定的。k为任意正整数。     

二维抛物型偏微分方程的绝对稳定显格式

提出了一个解二维抛物型偏微分方程初边值问题的绝对稳定分支三层显式差分格式，格式的局部截断误差阶为Ｏ（△ｔ２＋△ｘ２＋△ｙ２）．实算表明，格式的稳定性能与理论分析是一致的．     

On the Explicit Two-Stage Fourth-Order Accurate Time Discretizations

This paper continues to study the explicit two-stage fourth-order accurate time discretizations [5-7]. By introducing variable weights, we propose a class of more general explicit one-step two-stage time discretizations, which are different from the existing methods, e.g. the Euler methods, Runge-Kutta methods, and multistage multiderivative methods etc. We study the absolute stability, the stability interval, and the intersection between the imaginary axis and the absolute stability region. Our results show that our two-stage time discretizations can be fourth-order accurate conditionally, the absolute stability region of the proposed methods with some special choices of the variable weights can be larger than that of the classical explicit fourth- or fifth-order Runge-Kutta method, and the interval of absolute stability can be almost twice as much as the latter. Several numerical experiments are carried out to demonstrate the performance and accuracy as well as the stability of our proposed methods.     

Backward differentiation formulas with extended regions of absolute stability

This paper presents a class of (p + 2)-step backward differentiation formulas of orderp. The two extra degrees of freedom obtained by limiting the order of a (p + 2)-step formula top are used to extend the region of absolute stability. A new formula of orderp has a region of absolute stability very similar to that of a classical backward differentiation formula of orderp - 1 forp being in the range 4–6. The backward differentiation formulas with extended regions of absolute stability are constructed by appending two exponential-trigonometric terms to the polynomial basis of the classical formulas. Besides the absolute stability, the paper discusses relative stability and contractivity. The principles of an experimental implementation of the new formulas are outlined, and a linear problem integrated with this computer program indicates that the extended regions of absolute stability can actually be exploited in practice.     

两类线性隐式方法

众所周知,在Stiff常微分方程组初值问题的数值解法中,向后微分公式(即Gear方法)是目前最通用的方法之一(见[1]).但是,Gear方法是一类隐式方法,在数值解的过程中,一般说来,每向前积分一步,需要解一个非线性方程组,它的求解是采用Newton-Raphson迭代方法,因此需要给出适当精度的预估值和计算右函数f(t,y)的Jacobi阵以     

High‐order implicit staggered‐grid finite differences methods for the acoustic wave equation

Motivated by the idea that staggered‐grid methods give a greater stability and give energy conservation, this article presents a new family of high‐order implicit staggered‐grid finite difference methods with any order of accuracy to approximate partial differential equations involving second‐order derivatives. In particular, we numerically analyze our new methods for the solution of the one‐dimensional acoustic wave equation. The implicit formulation is based on the plane wave theory and the Taylor series expansion and only involves the solution of tridiagonal matrix equations resulting in an attractive method with higher order of accuracy but nearly the same computation cost as those of explicit formulation. The order of accuracy of the proposal staggered formulas are similar to the methods with conventional grids for a ‐point operator: the explicit formula is th‐order and the implicit formula is th‐order; however, the results demonstrate that new staggered methods are superior in terms of stability properties to the classical methods in the context of solving wave equations.     

Construction of two-step Runge-Kutta methods of high order for ordinary differential equations

The construction of two-step Runge-Kutta methods of order p and stage order q=p with stability polynomial given in advance is described. This polynomial is chosen to have a large interval of absolute stability for explicit methods and to be A-stable and L-stable for implicit methods. After satisfying the order and stage order conditions the remaining free parameters are computed by minimizing the sum of squares of the difference between the stability function of the method and a given polynomial at a sufficiently large number of points in the complex plane. This revised version was published online in August 2006 with corrections to the Cover Date.     

A new class of efficient one-step contractivity preserving high-order time discretization methods of order 5 to 14

A family of one-step, explicit, contractivity preserving, multi-stage, multi-derivative, Hermite–Birkhoff–Taylor methods of order p =?5,6,…,14, that we denote by CPHBT_RK4(d,s,p), with nonnegative coefficients are constructed by casting s-stage Runge–Kutta methods of order 4 with Taylor methods of order d. The constructed CPHBT_RK4 methods are implemented using efficient variable step control and are compared to other well-known methods on a variety of initial value problems. A selected method: CP 6-stages 9-derivative HBT method of order 12, denoted by CPHBTRK412, has larger region of absolute stability than Dormand–Prince DP(8,7)13M and Taylor method T(12) of order 12. It is superior to DP(8,7)13M and T(12) methods on the basis the number of steps, CPU time, and maximum global error on several problems often used to test higher-order ODE solvers. Also, we show that the contractivity preserving property of CPHBTRK412is very efficient in suppressing the effect of the propagation of discretization errors and the new method compares positively with explicit 17 stages Runge-Kutta-Nyström pair of order 12 by Sharp et al. on a long-term integration of a standard N-body problem. The selected CPHBTRK412is listed in the Appendix.     

Approximate preservation of quadratic first integrals by explicit Runge–Kutta methods

The approximate preservation of quadratic first integrals (QFIs) of differential systems in the numerical integration with Runge–Kutta (RK) methods is studied. Conditions on the coefficients of the RK method to preserve all QFIs up to a given order are obtained, showing that the pseudo-symplectic methods studied by Aubry and Chartier (BIT 98(3):439–461, 1998) of algebraic order p preserve QFIs with order q = 2p. An expression of the error of conservation of QFIs by a RK method is given, and a new explicit six-stage formula with classical order four and seventh order of QFI-conservation is obtained by choosing their coefficients so that they minimize both local truncation and conservation errors. Several formulas with algebraic orders 3 and 4 and different orders of conservation have been tested with some problems with quadratic and general first integrals. It is shown that the new fourth-order explicit method preserves much better the qualitative properties of the flow than the standard fourth-order RK method at the price of two extra function evaluations per step and it is a practical and efficient alternative to the fully implicit methods required for a complete preservation of QFIs.