High-order one-step P-stable methods for the numerical integration of periodic initial value problems

Using Lobatto nodes, one-step methods of order six and eight have been obtained for the second-order differential equation y″ = f(x, y), y(x₀) = y₀, y′(x₀) = y′₀. The methods are shown to be P-stable. If

, then at each integration step a system of dimension 3s, 4s, respectively, has to be solved. The numerical results, for two problems, obtained by using these methods are given in the end.     

A P-stable singly diagonally implicit Runge–Kutta–Nyström method

A five-stage fifth-order singly diagonally implicit Runge–Kutta–Nyström method for the integration of second order differential equations possessing an oscillatory solution, is presented in this article. This method is P-stable, which is recommended for problems with a theoretical solution consisting of a periodic part of moderate frequency with a high frequency oscillation with small amplitude superimposed. It also attains an order which is one higher than existing methods of this type. Numerical comparisons with existing methods of this type show its clear advantage.     

High order multistep methods with improved phase-lag characteristics for the integration of the Schr?dinger equation

In this work we introduce a new family of 12-step linear multistep methods for the integration of the Schr?dinger equation. The new methods are constructed by adopting a new methodology which improves the phase lag characteristics by vanishing both the phase lag function and its first derivatives at a specific frequency. This results in decreasing the sensitivity of the integration method on the estimated frequency of the problem. The efficiency of the new family of methods is proved via error analysis and numerical applications. T. E. Simos is a highly cited researcher, active member of the European Academy of Sciences and Arts. Corresponding member of the European Academy of Sciences, corresponding member of European Academy of Arts, Sciences and Humanities.     

Runge-Kutta-Nystrm方法的若干新性质

本文研究了由Runge-Kutta(RK)方法Φ生成Runge-Kutta-Nystr(?)m(RKN)方法Φ_N的伴随西Φ~*_N的两种途径,证明了由这两条途径生成的西Φ~*_N是相同的;讨论了具有辛性,对称性或P-稳定性的Φ,Φ_N,Φ~*_N之间的一些关系;并表明通过辛(或对称)RK方法可构造辛(或对称) RKN方法.     

P-stable Obrechkoff methods of arbitrary order for second-order differential equations

Following the ideas of Ananthakrishnaiah we develop a family of P-stable Obrechkoff methods of arbitrary even order. The coefficients of these methods follow from a recursive algorithm. It is also shown that the stability functions of the thus obtained methods can be expressed as Padé approximants of the exponential function with a complex argument. A numerical example is given to illustrate the performance of the methods.     

A new methodology for the development of numerical methods for the numerical solution of the Schr?dinger equation

In the present paper we introduce a new methodology for the construction of numerical methods for the approximate solution of the one-dimensional Schr?dinger equation. The new methodology is based on the requirement of vanishing the phase-lag and its derivatives. The efficiency of the new methodology is proved via error analysis and numerical applications.     

A generator of high-order embedded P-stable methods for the numerical solution of the Schrödinger equation

A generator of new embedded P-stable methods of order 2n+2, where n is the number of layers used by the embedded methods, for the approximate numerical integration of the one-dimensional Schrödinger equation is developed in this paper. These new methods are called embedded methods because of a simple natural error control mechanism. Numerical results obtained for one-dimensional differential equations of the Schrödinger type show the validity of the developed theory.     

求解二阶刚性微分方程的对角隐式Runge-Kutta-Nystr(o)m方法

在本文中,主要研究二级三阶对角隐式Runge-Kutta-Nystr(o)m(DIRKN)方法关于二阶刚性常微分方程的R-稳定性,P-稳定性以及相延迟性质.我们获得了该方法的R-稳定域,并构造了R-稳定的二级三阶、相延迟阶为四阶的DIRKN方法.P-稳定的二级三阶DIRKN方法被证明是不存在的.我们还构造了相延迟阶为6阶和8阶的二级三阶DIRKN方法,但是这些方法不是R-稳定的.这推广了文献中的单对角隐式Runge-Kutta-Nystr(o)m(SDIRKN)方法的相关结果.     

P-stable exponentially-fitted Obrechkoff methods of arbitrary order for second-order differential equations

We consider the construction of P-stable exponentially-fitted symmetric two-step Obrechkoff methods for solving second order differential equations related to an initial value problem. Our approach is based on two ideas: for the exponential fitting, we follow the ideas of Ixaru and Vanden Berghe; for the P-stability we introduce exponentially-fitted Padé approximants to the exponential function. By combining these two ideas, we are able to construct P-stable methods of arbitrary (even) order.     

Simulations of Two-Step Maruyama Methods for Nonlinear Stochastic Delay Differential Equations

In this paper, we investigate the numerical performance of a family of P-stable two-step Maruyama schemes in mean-square sense for stochastic differential equations with time delay proposed in [8, 10] for a certain class of nonlinear stochastic delay differential equations with multiplicative white noises. We also test the convergence of one of the schemes for a time-delayed Burgers' equation with an additive white noise. Numerical results show that this family of two-step Maruyama methods exhibit similar stability for nonlinear equations as that for linear equations.