An embedded 3(2) pair of nonlinear methods for solving first order initial-value ordinary differential systems

作者：Ramos Higinio; Singh Gurjinder; Kanwar V^*; Bhatia Saurabh

来源：Numerical Algorithms, 2017, 75(3): 509-529.

DOI：10.1007/s11075-016-0209-5

• Nonlinear algorithms
• Ordinary differential equations
• Initial-value problems
• Rational approximations
• A-stability

In this paper, we present two families of second-order and third-order explicit methods for numerical integration of initial-value problems of ordinary differential equations. Firstly, a family of second-order methods with two free parameters is derived by considering a suitable rational approximation to the theoretical solution of the problem at some grid points. Imposing that the principal term of the local truncation error of this family vanishes, we obtain an expression for one of the parameters in terms of the other. With this approach, a new one-parameter family of third-order methods is obtained. By selecting any 3(2) pair of second and third order methods, they can be implemented as an embedded type method, thus leading to a variable step-size formulation. We have considered one 3(2) pair of second and third order methods and made a comparison of numerical results with several ode solvers which are currently used in practice. The comparison of numerical results shows that the embedded 3(2) pair outperforms the methods considered for comparison.

• 出版日期2017-7