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An efficient family of strongly -stable Runge–Kutta collocation methods for stiff systems and DAEs. Part I: Stability and order results

✍ Scribed by S. González-Pinto; D. Hernández-Abreu; J.I. Montijano


Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
477 KB
Volume
234
Category
Article
ISSN
0377-0427

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✦ Synopsis


algebraic equations a b s t r a c t For each integer s ≥ 3, a new uniparametric family of stiffly accurate, strongly A-stable, sstage Runge-Kutta methods is obtained. These are collocation methods with a first internal stage of explicit type. The methods are based on interpolatory quadrature rules, with precision degree equal to 2s -4, and all of them have two prefixed nodes, c 1 = 0 and c s = 1. The amount of implicitness of our s-stage method is similar to that involved with the s-stage LobattoIIIA method or with the (s -1)-stage RadauIIA method. The new family of Runge-Kutta methods proves to be of interest for the numerical integration of stiff systems and Differential Algebraic Equations. In fact, on several stiff test problems taken from the current literature, two methods selected in our 4-stage family, seem to be slightly more efficient than the 3-stage RadauIIA method and also more robust than the 4-stage LobattoIIIA method.