General relaxation methods for initial-value problems with application to multistep schemes
KAUST DepartmentApplied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Numerical Mathematics Group
Preprint Posting Date2020-03-06
Embargo End Date2021-10-28
Permanent link to this recordhttp://hdl.handle.net/10754/662300
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AbstractRecently, an approach known as relaxation has been developed for preserving the correct evolution of a functional in the numerical solution of initial-value problems, using Runge–Kutta methods. We generalize this approach to multistep methods, including all general linear methods of order two or higher, and many other classes of schemes. We prove the existence of a valid relaxation parameter and high-order accuracy of the resulting method, in the context of general equations, including but not limited to conservative or dissipative systems. The theory is illustrated with several numerical examples.
CitationRanocha, H., Lóczi, L., & Ketcheson, D. I. (2020). General relaxation methods for initial-value problems with application to multistep schemes. Numerische Mathematik. doi:10.1007/s00211-020-01158-4
SponsorsResearch reported in this publication was supported by the King Abdullah University of Science and Technology (KAUST). The project “Application-domain-specific highly reliable IT solutions” has been implemented with the support provided from the National Research, Development and Innovation Fund of Hungary, and financed under the scheme Thematic Excellence Programme no. 2020-4.1.1-TKP2020 (National Challenges Subprogramme).