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Frequency fitting in the numerical solution of ordinary differential equations

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 679))

Abstract

The well-known technique of exponential fitting consists of choosing free parameters in a numerical method for a system of ordinary differential equations in such a way that the method gives the exact solution when applied to the scalar test equation y′=λy, λ real. This paper considers the extension of this idea to the case of the test equation y′=Ay, y ε IR2, A a real 2×2 matrix with eigenvalues λ ± iμ, λ,μ real, with particular reference to the case when λ=0, for which the term "frequency fitting" is appropriate. Only one-step methods are considered here.

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References

  1. Ehle, B.L., "On Padé approximations to the exponential function and A-stable methods for the numerical solution of initial value problems", University of Waterloo, Dept. of Applied Analysis and Comouter Science, Research Rep. No. CSRR 2010 (1969).

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  2. Cryer, C.W., "A new class of highly stable methods; A0-stable methods", BIT 13, 153–159, (1973).

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  3. Liniger, W. and Willoughby, R.A., "Efficient numerical integration methods for stiff systems of differential equations", IBM Research Report RC-1970 (1967).

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Authors

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Rainer Ansorge Willi Törnig

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© 1978 Springer-Verlag

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Lambert, J.D. (1978). Frequency fitting in the numerical solution of ordinary differential equations. In: Ansorge, R., Törnig, W. (eds) Numerical Treatment of Differential Equations in Applications. Lecture Notes in Mathematics, vol 679. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0067867

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  • DOI: https://doi.org/10.1007/BFb0067867

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08940-7

  • Online ISBN: 978-3-540-35715-5

  • eBook Packages: Springer Book Archive

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