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JOURNALS // Journal of the Belarusian State University. Mathematics and Informatics // Archive

Journal of the Belarusian State University. Mathematics and Informatics, 2021 Volume 2, Pages 82–98 (Mi bgumi33)

This article is cited in 2 papers

Computational Mathematics

Stabilised explicit Adams-type methods

V. I. Repnikov, B. V. Faleichik, A. V. Moisa

Belarusian State University, 4 Niezaliežnasci Avenue, Minsk 220030, Belarus

Abstract: In this work we present explicit Adams-type multi-step methods with extended stability intervals, which are analogous to the stabilised Chebyshev Runge – Kutta methods. It is proved that for any $k \geq 1$ there exists an explicit $k$-step Adams-type method of order one with stability interval of length $2k$. The first order methods have remarkably simple expressions for their coefficients and error constant. A damped modification of these methods is derived. In the general case, to construct a $k$-step method of order $p$ it is necessary to solve a constrained optimisation problem in which the objective function and $p$ constraints are second degree polynomials in $k$ variables. We calculate higher-order methods up to order six numerically and perform some numerical experiments to confirm the accuracy and stability of the methods.

Keywords: numerical ODE solution; stiffness; stability interval; absolute stability; multi-step methods; Adams-type methods; explicit methods.

UDC: 519.62

Language: English

DOI: 10.33581/2520-6508-2021-2-82-98



© Steklov Math. Inst. of RAS, 2024