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
Download:
2000-002