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Rational methods for abstract linear, non-homogeneous problems without order reduction

Authors :
Arranz-Simón, Carlos
Palencia, Cesar
Publication Year :
2024

Abstract

Starting from an A-stable rational approximation to $\rm{e}^z$ of order $p$, $$r(z)= 1+ z+ \cdots + z^p/ p! + O(z^{p+1}),$$ families of stable methods are proposed to time discretize abstract IVP's of the type $u'(t) = A u(t) + f(t)$. These numerical procedures turn out to be of order $p$, thus overcoming the order reduction phenomenon, and only one evaluation of $f$ per step is required.<br />Comment: 14 pages, 4 tables

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2405.04195
Document Type :
Working Paper