Explicit two-step peer methods with reused stages

Calvo, M. (Universidad de Zaragoza) ; Montijano, J.I. (Universidad de Zaragoza) ; Rández, L. (Universidad de Zaragoza) ; Saenz de la Torre, A.

Resumen: Two-step peer methods for the numerical solution of Initial Value Problems (IVP) combine the advantages of Runge-Kutta (RK) and multistep methods to obtain high stage order and provide in a natural way a dense output. In general, explicit s-stage peer methods require s evaluations of the vector field at each step. Nevertheless, Klinge and coworkers (BIT Numer Math, 2018) have shown that some methods use less function calls se<s, here called effective stages, by re-using sr=s−se previously computed stages (shifted stages) from the previous steps in the current one. In this paper we propose a new approach, different from the one used by Klinge and coworkers, to re-use previously computed stages, that we call peer methods with reused stages, showing that methods with reused stages and se effective stages are equivalent to three-step peer methods with se stages. Then, we analyze all the families of methods with two effective stages, obtaining methods with s=3 and orders 4 and 5 in which the free parameters of the families have been used to minimize the coefficient of the leading error term as well as to maximize the absolute stability interval. We have also studied one family of peer methods with s=4 and three effective stages, obtaining a method with order 6, superconvergent of order 7, and optimized leading error term as well as absolute stability interval. Some numerical experiments show the performance of the obtained methods by comparing them with other previously obtained peer methods as well as other standard Runge-Kutta and multistep methods.

Idioma: Inglés

DOI: 10.1016/j.apnum.2023.09.008

Año: 2023

Publicado en: APPLIED NUMERICAL MATHEMATICS 195 (2023), 75-88
ISSN: 0168-9274

Factor impacto JCR: 2.2 (2023)

Categ. JCR: MATHEMATICS, APPLIED rank: 46 / 331 = 0.139 (2023) - Q1 - T1

Factor impacto CITESCORE: 5.6 - Applied Mathematics (Q1) - Computational Mathematics (Q1) - Numerical Analysis (Q1)

Factor impacto SCIMAGO: 1.006 - Applied Mathematics (Q1) - Numerical Analysis (Q1) - Computational Mathematics (Q1)

Financiación: info:eu-repo/grantAgreement/ES/MICINN/PID2019-109045GB-C31

Tipo y forma: Artículo (PrePrint)

Área (Departamento): Área Matemática Aplicada (Dpto. Matemática Aplicada)