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
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.