On the Numerical Integration of Ordinary Differential Equations by Processed Methods

نویسندگان

  • Sergio Blanes
  • Fernando Casas
  • Ander Murua
چکیده

We provide a theoretical analysis of the processing technique for the numerical integration of ODEs. We get the effective order conditions for processed methods in a general setting so that the results obtained can be applied to different types of numerical integrators. We also propose a procedure to approximate the postprocessor such that its evaluation is virtually cost-free. The analysis is illustrated for a particular class of composition methods.

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عنوان ژورنال:
  • SIAM J. Numerical Analysis

دوره 42  شماره 

صفحات  -

تاریخ انتشار 2004