Second derivative general linear methods for the numerical solution of ordinary differential equations
Abstaract:Traditional numerical methods for the numerical solution of an autonomous system of ordinary differential equation y′ = f(y(x)); y : R ! Rm; f : Rm ! Rm; generally fall into two main classes: linear multistep (multivalue) and Runge–Kutta (multistage) methods. In 1966, Butcher introduced general linear methods as a unifying framework for the traditional methods to study the properties of consistency, stability and convergence, and to formulate new methods with clear advantages over these classes. In fact, this class of the methods includes all the first derivative multivalue and multistage methods. On the other hand, to construct methods with higher order and extensive stability region, some efficient second derivative methods within the class of linear multistep methods and Runge–Kutta methods have been introduced. In 2005, Butcher and Hojjati extended GLMs to the case in which second derivatives, as well as first derivatives, can be calculated. These methods, called SGLMs, were studied more by Abdi and Hojjati. Starting with a discussion on the intrinsic structure of SGLMs, in this talk we will become familiar with the properties of SGLMs and their efficiency in solving of the stiff and nonstiff initial value problems. This is followed by the introducing of some subclasses of SGLMs which preserve qualitative geometrical properties of the flow of the system. Also, some strategies based on SGLMs are given for the numerical solution of conservative problems. Keywords: Initial value problem, General linear methods, Second derivative methods, Conservative problems, Hamiltonian problems.