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JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2010 Volume 11, Issue 2, Pages 198–209 (Mi vmp311)

Вычислительные методы и приложения

Derivation of explicit difference schemes for ordinary differential equations with the aid of Lagrange-Burmann expansions

E. V. Vorozhtsov

Khristianovich Institute of Theoretical and Applied Mechanics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Abstract: Some explicit multistage Runge-Kutta type methods for solving ordinary differential equations (ODEs) are derived with the aid of the expansion of grid functions in the Lagrange-Burmann series. The formulas are given for the first four coefficients of the Lagrange-Burmann expansion. New explicit first- and second-order methods are derived and applied to the numerical integration of the Cauchy problem for a moderately stiff ODE system. It turns out that the $L_2$-norm of the error in the solution obtained by the new numerical second-order method is 50 times smaller than that of the classical second-order Runge-Kutta method.

Keywords: ordinary differential equations; Lagrange-Burmann expansion; Runge-Kutta methods; stiff systems.

UDC: 519.95



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