Skip to main content
Log in

A-stable block implicit one-step methods

  • Published:
BIT Numerical Mathematics Aims and scope Submit manuscript

Abstract

A class of methods for solving the initial value problem for ordinary differential equations is studied. We developr-block implicit one-step methods which compute a block ofr new values simultaneously with each step of application. These methods are examined for the property ofA-stability. A sub-class of formulas is derived which is related to Newton-Cotes quadrature and it is shown that for block sizesr=1,2,..., 8 these methods areA-stable while those forr=9,10 are not. We constructA-stable formulas having arbitrarily high orders of accuracy, even stiffly (strongly)A-stable formulas.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. O. Axelsson,Global integration of differential equations through Lobatto quadrature, BIT 4 (1964), 69–86.

    Google Scholar 

  2. O. Axelsson,A class of A-stable methods, BIT 9 (1969), 185–199.

    Google Scholar 

  3. G. Birkhoff and R. S. Varga,Discretization errors for well-set Cauchy problems I, J. of Math. and Physics 45 (1965), 1–23.

    Google Scholar 

  4. J. C. Butcher,Implicit Runge-Kutta processes, Math. Comp. 18 (1964), 50–64.

    Google Scholar 

  5. J. C. Butcher,Integration processes based on Radau quadrature formulas, Math. Comp. 18 (1964), 233–244.

    Google Scholar 

  6. J. Céa,Equations differentielles methode d'approximation discrete p-implicite, Chiffres 8, No. 3 (1965), 179–194.

    Google Scholar 

  7. F. Ceschino and J. Kuntzmann,Numerical Solution of Initial Value Problems, Prentice-Hall, Englewood Cliffs, New York, 1966.

    Google Scholar 

  8. L. Collatz,The Numerical Treatment of Differential Equations, Springer-Verlag, New York, 1966.

    Google Scholar 

  9. W. Coppel,Stability and Asymptotic Behavior of Differential Equations, Heath, Boston, 1965.

    Google Scholar 

  10. G. Dahlquist,A special stability problem for linear multistep methods, BIT 3 (1963), 27–43.

    Google Scholar 

  11. B. L. Ehle,High order A-stable methods for the numerical solution of systems of D.E.s, BIT 8 (1968), 276–278.

    Google Scholar 

  12. C. W. Gear,The automatic integration of stiff ordinary differential equations, IFIP Congress, Edinburgh, 1968, 187–193.

  13. W. E. Milne,Numerical Solution of Differential Equations, Wiley, New York, 1953.

    Google Scholar 

  14. J. Riordan,Combinatorial Identities, Wiley, New York, 1968.

    Google Scholar 

  15. J. B. Rosser,A Runge-Kutta for all seasons, SIAM Rev. 9 (1967), 417–452.

    Article  Google Scholar 

  16. L. F. Shampine and H. A. Watts,Block implicit one-step methods, Math. Comp., 23 (1969), 731–740.

    Google Scholar 

  17. H. A. Watts,A-stable block implicit one-step methods, Ph. D. dissertation, University of New Mexico 1971, also available as Sandia Laboratories report SC-RR-71 0296.

  18. K. Wright,Some relationships between implicit Runge-Kutta, Collocation and Lanczos τ methods, and their stability properties, BIT 10 (1970), 217–227.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Watts, H.A., Shampine, L.F. A-stable block implicit one-step methods. BIT 12, 252–266 (1972). https://doi.org/10.1007/BF01932819

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01932819

Keywords

Navigation