Exponential fitted Gauss, Radau and Lobatto methods of low order |
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Authors: | J Martín-Vaquero J Vigo-Aguiar |
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Institution: | (1) ETS Ingenieros industriales, Universidad de Salamanca, Bejar, Spain;(2) Facultad de Ciencias, Universidad de Salamanca, Salamanca, Spain |
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Abstract: | Several exponential fitting Runge-Kutta methods of collocation type are derived as a generalization of the Gauss, Radau and
Lobatto traditional methods of two steps. The new methods are capable of the exact integration (with only round-off errors)
of differential equations whose solutions are linear combinations of an exponential and ordinary polynomials. Theorems of
the truncation error reveal the good behavior of the new methods for stiff problems. Plots of their absolute stability regions
that include the whole of the negative real axis are provided. A different procedure to find the parameter of the method is
proposed. The variable step Radau method of two stages is derived. Finally, numerical examples underscore the efficiency of
the proposed codes, especially when they are integrating stiff problems.
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Keywords: | Runge-Kutta methods Collocation type Exponential fitting Stiff problems |
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