Families of high-order composition methods


Robert I McLachlan

Submitted to Numerical Algorithms

Abstract:
We propose a new rule of thumb for designing high-order composition methods for ODEs: instead of minimizing (some norm of) the principal error coefficients, simply set all the outer stages equal. This rule automatically produces families of minimum error 4th order and corrected 6th order methods, and very good standard 6th order methods, parameterized by the number of stages. Intriguingly, the most accurate methods have a very large number of stages.
Submitted by R.McLachlan@massey.ac.nz Wed, 16 May 2001

URL of author:
http://www.massey.ac.nz/~RMcLachl

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2000-002