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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2007 Volume 47, Number 2, Pages 234–244 (Mi zvmmf331)

This article is cited in 5 papers

Numerical methods based on multipoint Hermite interpolating polynomials for solving the Cauchy problem for stiff systems of ordinary differential equations

A. F. Latypov, Yu. V. Nikulichev

Institute of Theoretical and Applied Mechanics, Siberian Division, Russian Academy of Sciences, Institutskaya ul. 4/1, Novosibirsk, 630090, Russia

Abstract: Families of $A$-, $L$- and $L(\delta)$-stable methods are constructed for solving the Cauchy problem for a system of ordinary differential equations (ODEs). The $L(\delta)$-stability of a method with a parameter $\delta\in(0,1)$ is defined. The methods are based on the representation of the right-hand sides of an ODE system at the step $h$ in terms of two-or three-point Hermite interpolating polynomials. Comparative results are reported for some test problems. The multipoint Hermite interpolating polynomials are used to derive formulas for evaluating definite integrals. Error estimates are given.

Key words: systems of first-order ordinary differential equations, Cauchy problem, stability, Hermite polynomial interpolation, error estimate.

UDC: 519.622

Received: 01.03.2005
Revised: 26.01.2006


 English version:
Computational Mathematics and Mathematical Physics, 2007, 47:2, 227–237

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