Nothing Special   »   [go: up one dir, main page]

Skip to main content
Log in

A study of B-convergence of Runge-Kutta methods

Eine Untersuchung über B-Konvergenz von Runge-Kutta Verfahren

  • Contributed Papers
  • Published:
Computing Aims and scope Submit manuscript

Abstract

This paper deals with the convergence analysis of implicit Runge-Kutta methods as applied to stiff, semilinear systems of the form\(\dot U\) (t)=QU(t)+g(t, U(t)). A criterion is developed which determines whether the order of optimalB-convergence is at least equal to the stage order or one order higher. This criterion is studied for a number of interesting classes of methods.

Zusammenfassung

Dieser Aufsatz befaßt sich mit der Analyse der Konvergenz von impliziten Runge-Kutta Verfahren für steife, semi-lineare Systeme der Form\(\dot U\) (t)=QU(t)+g(t, U(t)). Ein Kriterium wird entwickelt, welches entscheidet, ob die Ordnung der optimalenB-Konvergenz mindestens gleich der Stufenordnung oder um eine Ordnung höher ist. Dieses Kriterium wird untersucht für eine Zahl von interessanten Klassen von Verfahren.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

Explore related subjects

Discover the latest articles, news and stories from top researchers in related subjects.

References

  1. Burrage, K.: Stability and efficiency properties of implicit Runge-Kutta methods. Ph. D. Thesis, Dept. of Math., Univ. of Auckland, 1978.

  2. Burrage, K.: A special family of Runge-Kutta methods for solving stiff differential equations. BIT18, 22–41 (1978).

    Google Scholar 

  3. Butcher, J. C.: OnA-stable implicit Runge-Kutta methods. BIT17, 375–378 (1977).

    Google Scholar 

  4. Crouzeix, M., Raviart, P. A.: Méthodes de Runge-Kutta. Unpublished lecture notes. Université de Rennes, 1980.

  5. Dekker, K., Kraaijevanger, J. F. B. M., Spijker, M. N.: The order ofB-convergence of the Gaussian Runge-Kutta method. Computing (this issue).

  6. Dekker, K., Verwer, J. G.: Stability of Runge-Kutta methods for stiff nonlinear differential equations. Amsterdam: North-Holland 1984.

    Google Scholar 

  7. Frank, R., Schneid, J., Ueberhuber, C. W.: The concept ofB-convergence. SIAM J. Numer. Anal.18, 753–780 (1981).

    Google Scholar 

  8. Frank, R., Schneid, J., Ueberhuber, C. W.: Stability properties of implicit Runge-Kutta methods. SIAM J. Numer. Anal.22, 497–514 (1985).

    Google Scholar 

  9. Frank, R., Schneid, J., Ueberhuber, C. W.: Order results for implicit Runge-Kutta methods applied to stiff systems. SIAM J. Numer. Anal.22, 515–534 (1985).

    Google Scholar 

  10. Hairer, E., Bader, G., Lubich, Ch.: On the stability of semi-implicit methods for ordinary differential equations. BIT22, 211–232 (1982).

    Google Scholar 

  11. Hundsdorfer, W. H.: The numerical solution of nonlinear stiffinitial value problems — an analysis of one-step methods. CWI Tract 12, Amsterdam 1985.

  12. Hundsdorfer, W. H., Spijker, M. N.: On the algebraic equations in implicit Runge-Kutta methods. SIAM J. Numerical Anal. (to appear).

  13. Kraaijevanger, J. F. B. M.:B-convergence of the implicit midpoint rule and the trapezoidal rule. BIT (to appear).

  14. Nørsett, S. P.: Semi-explicit Runge-Kutta methods. Report Math. and Comp. No. 6/74, Dept. of Math., Univ. of Trondheim, 1974.

  15. Nørsett, S. P.:C-polynomials for rational approximations to the exponential function. Numer. Math.25, 39–56 (1975).

    Google Scholar 

  16. Prothero, A., Robinson, A.: On the stability and accuracy of one-step methods for solving stiff systems of ordinary differential equations. Math. Comp.28, 145–162 (1974).

    Google Scholar 

  17. Stetter, H. J.: ZurB-Konvergenz der impliziten Trapez- und Mittelpunktregel, unpublished note.

  18. Verwer, J. G.: Convergence and order reduction of diagonally implicit Runge-Kutta schemes in the method of lines. Proc. Dundee 1985, D. F. Griffiths (ed.), Pitman Publ. Co. (to appear).

  19. Wanner, G., Hairer, E., Nørsett, S. P.: Order stars and stability theorems. BIT18, 475–489 (1978).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Burrage, K., Hundsdorfer, W.H. & Verwer, J.G. A study of B-convergence of Runge-Kutta methods. Computing 36, 17–34 (1986). https://doi.org/10.1007/BF02238189

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02238189

AMS Subject Classification

C R number

Key words

Navigation