A new class of efficient one-step contractivity preserving high-order time discretization methods of order 5 to 14

作者：Karouma Abdulrahman^*; Truong Nguyen-Ba; Giordano Thierry; Vaillancourt Remi

来源：Numerical Algorithms, 2018, 79(1): 251-280.

DOI：10.1007/s11075-017-0436-4

• Contractivity preserving
• Hermite-Birkhoff-Taylor method
• Time discretization
• Long-term integration
• Propagation of discretization errors

A family of one-step, explicit, contractivity preserving, multi-stage, multi-derivative, Hermite-Birkhoff-Taylor methods of order p = 5,6,aEuro broken vertical bar,14, that we denote by CPHBTRK4(d,s,p), with nonnegative coefficients are constructed by casting s-stage Runge-Kutta methods of order 4 with Taylor methods of order d. The constructed CPHBTRK4 methods are implemented using efficient variable step control and are compared to other well-known methods on a variety of initial value problems. A selected method: CP 6-stages 9-derivative HBT method of order 12, denoted by CPHBTRK412, has larger region of absolute stability than Dormand-Prince DP(8,7)13M and Taylor method T(12) of order 12. It is superior to DP(8,7)13M and T(12) methods on the basis the number of steps, CPU time, and maximum global error on several problems often used to test higher-order ODE solvers. Also, we show that the contractivity preserving property of CPHBTRK412is very efficient in suppressing the effect of the propagation of discretization errors and the new method compares positively with explicit 17 stages Runge-Kutta-Nystrom pair of order 12 by Sharp et al. on a long-term integration of a standard N-body problem. The selected CPHBTRK412is listed in the Appendix.

• 出版日期2018-9