The Chebyshev methods of Panovsky and Richardson as Runge-Kutta-Nyström methods

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Canonical Runge - Kutta - Nyström Methods of Orders 5 and 6

In this paper, we construct canonical explicit 5-stage and 7-stage Runge-KuttaNyström methods of orders 5 and 6, respectively, for Hamiltonian dynamical systems.

متن کامل

Runge-Kutta-Nyström-type parallel block predictor-corrector methods

This paper describes the construction of block predictor-corrector methods based on Runge-Kutta-Nystrr om correctors. Our approach is to apply the predictor-corrector method not only with stepsize h, but, in addition (and simultaneously) with stepsizes a i h; i = 1; : : :; r. In this way, at each step, a whole block of approximations to the exact solution at oo-step points is computed. In the n...

متن کامل

Runge - Kutta Methods page RK 1 Runge - Kutta Methods

Literature For a great deal of information on Runge-Kutta methods consult J.C. Butcher, Numerical Methods for Ordinary Differential Equations, second edition, Wiley and Sons, 2008, ISBN 9780470723357. That book also has a good introduction to linear multistep methods. In these notes we refer to this books simply as Butcher. The notes were written independently of the book which accounts for som...

متن کامل

Accelerated Runge-Kutta Methods

Standard Runge-Kutta methods are explicit, one-step, and generally constant step-size numerical integrators for the solution of initial value problems. Such integration schemes of orders 3, 4, and 5 require 3, 4, and 6 function evaluations per time step of integration, respectively. In this paper, we propose a set of simple, explicit, and constant step-size Accerelated-Runge-Kutta methods that ...

متن کامل

Optimum Runge-Kutta Methods

The optimum Runge-Kutta method of a particular order is the one whose truncation error is a minimum. Various measures of the size of the truncation error are considered. The optimum method is practically independent of the measure being used. Moreover, among methods of the same order which one might consider using the difference in size of the estimated error is not more than a factor of 2 or 3...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Computational and Applied Mathematics

سال: 1995

ISSN: 0377-0427

DOI: 10.1016/0377-0427(94)00074-9