On the method of modified equations. III. Numerical techniques based on the second equivalent equation for the Euler forward difference method

Citation
Fr. Villatoro et Ji. Ramos, On the method of modified equations. III. Numerical techniques based on the second equivalent equation for the Euler forward difference method, APPL MATH C, 103(2-3), 1999, pp. 179-212
Citations number
4
Categorie Soggetti
Engineering Mathematics
Journal title
APPLIED MATHEMATICS AND COMPUTATION
ISSN journal
00963003 → ACNP
Volume
103
Issue
2-3
Year of publication
1999
Pages
179 - 212
Database
ISI
SICI code
0096-3003(19990815)103:2-3<179:OTMOME>2.0.ZU;2-M
Abstract
Direct-correction and asymptotic successive-correction methods based on the second equivalent equation are applied to the Euler forward explicit schem e. In direct-correction, the truncation error terms of the second equivalen t equation which contain higher-order derivatives together with a starting procedure, are discretized by means of finite differences. Both explicit an d implicit direct-correction schemes are presented and their stability regi ons are studied. The asymptotic successive-correction numerical technique d eveloped in Part II of this series with a consistent starting procedure is applied to the second equivalent equation. Both all-backward and all-center ed asymptotic successive-correction methods are presented. The numerical me thods introduced in this paper are applied to autonomous and non-autonomous , scalar and systems of ordinary differential equations and compared with t he results of second- and fourth-order accurate Runge-Kutta methods. It is shown that the fourth-order Runge-Kutta method is more accurate than the su ccessive-correction techniques for large time steps due to the need for hig her-order derivatives of the Euler solution; however, for sufficiently smal l time steps, but larger enough so that round-off errors are negligible, bo th methods have nearly the same accuracy. (C) 1999 Elsevier Science Inc. Al l rights reserved.