Exponential fitted Gauss, Radau and Lobatto methods of low order

Several exponential fitting Runge-Kutta methods of collocation type are derived as a generalization of the Gauss, Radau and Lobatto traditional methods of two steps. The new methods are capable of the exact integration (with only round-off errors) of differential equations whose solutions are linear...

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Bibliographic Details
Published in:Numerical algorithms 2008-08, Vol.48 (4), p.327-346
Main Authors: Martín-Vaquero, J., Vigo-Aguiar, J.
Format: Article
Language:English
Subjects:
Algebra
Algorithms
Collocation
Collocation methods
Computer Science
Differential equations
Fittings
Mathematical models
Numeric Computing
Numerical Analysis
Original Paper
Polynomials
Roundoff error
Runge-Kutta method
Stability
Theory of Computation
Truncation errors
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Summary:Several exponential fitting Runge-Kutta methods of collocation type are derived as a generalization of the Gauss, Radau and Lobatto traditional methods of two steps. The new methods are capable of the exact integration (with only round-off errors) of differential equations whose solutions are linear combinations of an exponential and ordinary polynomials. Theorems of the truncation error reveal the good behavior of the new methods for stiff problems. Plots of their absolute stability regions that include the whole of the negative real axis are provided. A different procedure to find the parameter of the method is proposed. The variable step Radau method of two stages is derived. Finally, numerical examples underscore the efficiency of the proposed codes, especially when they are integrating stiff problems.
ISSN:1017-1398
1572-9265
DOI:10.1007/s11075-008-9202-y