AbstractNumerical integration techniques which have been previously thought of as distinct are shown to be examples of a general type. The variations from the general form comprise a spectrum of methods whose extremes are the “onestep” methods and the “multistep” methods. An analysis of stability properties provides a means for finding the optimal computational stepsize so that error is minimized
This paper studies a general method for the numerical integration of ordinary differential equations...
When a system of ordinary differential equations is solved using a step-by-step method it is often ...
International audienceOrdinary differential equations are ubiquitous in scientific computing. Solvin...
AbstractNumerical integration techniques which have been previously thought of as distinct are shown...
During the numerical integration of a system of first order differential equations, practical algori...
Backward differentiation methods are used extensively for integration of stiff systems of ordinary d...
AbstractWe give a formula for efficient steplength control in numerical integration, based on compar...
AbstractThe author proposes some stable and convergent two-point integration formulae which are part...
Numerical solution of differential equations using predictor-corrector multistep methods for stabili...
In Part 1 step-by-step methods are examined critically and emphasis is placed on the dependence of t...
A new polynomial formulation of variable step size linear multistep methods is presented, where each...
AbstractIn this paper we derive new generalized multistep methods with variable stepsize for initial...
Multistep predictor-corrector method for numerical solution of ordinary differential equations retai...
Abstract. Implicit integration schemes for ODEs, such as Runge-Kutta and Runge-Kutta-Nyström method...
AbstractIt is well known that the application of one-step or linear multistep methods to an ordinary...
This paper studies a general method for the numerical integration of ordinary differential equations...
When a system of ordinary differential equations is solved using a step-by-step method it is often ...
International audienceOrdinary differential equations are ubiquitous in scientific computing. Solvin...
AbstractNumerical integration techniques which have been previously thought of as distinct are shown...
During the numerical integration of a system of first order differential equations, practical algori...
Backward differentiation methods are used extensively for integration of stiff systems of ordinary d...
AbstractWe give a formula for efficient steplength control in numerical integration, based on compar...
AbstractThe author proposes some stable and convergent two-point integration formulae which are part...
Numerical solution of differential equations using predictor-corrector multistep methods for stabili...
In Part 1 step-by-step methods are examined critically and emphasis is placed on the dependence of t...
A new polynomial formulation of variable step size linear multistep methods is presented, where each...
AbstractIn this paper we derive new generalized multistep methods with variable stepsize for initial...
Multistep predictor-corrector method for numerical solution of ordinary differential equations retai...
Abstract. Implicit integration schemes for ODEs, such as Runge-Kutta and Runge-Kutta-Nyström method...
AbstractIt is well known that the application of one-step or linear multistep methods to an ordinary...
This paper studies a general method for the numerical integration of ordinary differential equations...
When a system of ordinary differential equations is solved using a step-by-step method it is often ...
International audienceOrdinary differential equations are ubiquitous in scientific computing. Solvin...