Angelamaria Cardone

Explicit Nordsieck methods with quadratic stability

We describe the construction of explicit Nordsieck methods with s stages of order p = s − 1 and stage order q = p with inherent quadratic stability and quadratic stability with large regions of absolute stability. Stability regions of these methods compare favorably with stability regions of corresponding general linear methods of the same order with inherent Runge–Kutta stability.

Extrapolation-based implicit-explicit general linear methods

For many systems of differential equations modeling problems in science and engineering, there are natural splittings of the right hand side into two parts, one non-stiff or mildly stiff, and the other one stiff. For such systems implicit-explicit (IMEX) integration combines an explicit scheme for the non-stiff part with an implicit scheme for the stiff part. In a recent series of papers two of the authors (Sandu and Zhang) have developed IMEX GLMs, a family of implicit-explicit schemes based on general linear methods. It has been shown that, due to their high stage order, IMEX GLMs require no additional coupling order conditions, and are not marred by order reduction. This work develops a new extrapolation-based approach to construct practical IMEX GLM pairs of high order. We look for methods with large absolute stability region, assuming that the implicit part of the method is A- or L-stable. We provide examples of IMEX GLMs with optimal stability properties. Their application to a two dimensional test problem confirms the theoretical findings.

Extrapolated Implicit–Explicit Runge–Kutta Methods

AbstractWe investigate a new class of implicit–explicit singly diagonally implicit Runge–Kutta methods for ordinary differential equations with both non-stiff and stiff components. The approach is based on extrapolation of the stage values at the current step by stage values in the previous step. This approach was first proposed by the authors in context of implicit–explicit general linear methods.

Implementation of explicit Nordsieck methods with inherent quadratic stability

Abstract The present paper deals with the implementation in a variable-step algorithm of general linear methods in Nordsieck form with inherent quadratic stability and large stability regions constructed recently by Braś and Cardone. Various implementation issues such as rescale strategy, local error estimation, step-changing strategy and starting procedure are discussed. Some numerical experiments are reported, which show the performances of the methods and make comparisons with other existing methods.

Optimization-Based Search for Nordsieck Methods of High Order with Quadratic Stability Polynomials

We describe the search for explicit general linear methods in Nordsieck form for which the stability function has only two nonzero roots. This search is based on state-of-the-art optimization software. Examples of methods found in this way are given for order p = 5, p = 6, and p = 7.

Construction of Efficient General Linear Methods for Non-Stiff Differential Systems

This paper describes the construction of explicit general linear methods in Nordsieck form with inherent quadratic stability and large areas of the stability region. After satisfying order and inherent quadratic stability conditions, the remaining free parameters are used to find the methods with large area of region of absolute stability. Examples of methods with p = q + 1 = s = r and p = q = s = r - 1 up to order 6 are given.

Exponential fitting Direct Quadrature methods for Volterra integral equations

This paper is the first approach to the solution of Volterra integral equation by exponential fitting methods. We have developed a Direct Quadrature method, which uses a class of ef-based quadrature rules adapted to the current problem to solve. We have analyzed the convergence of the method and have found different formulas for the coefficients, which limit rounding errors for small stepsizes. Numerical experiments for comparison with other DQ methods are presented.

Order conditions for general linear methods

We describe the derivation of order conditions, without restrictions on stage order, for general linear methods for ordinary differential equations. This derivation is based on the extension of the Albrecht approach proposed in the context of Runge-Kutta and composite and linear cyclic methods. This approach was generalized by Jackiewicz and Tracogna to two-step Runge-Kutta methods, by Jackiewicz and Vermiglio to general linear methods with external stages of different orders, and by Garrappa to some classes of Runge-Kutta methods for Volterra integral equations with weakly singular kernels. This leads to general order conditions for many special cases of general linear methods such as diagonally implicit multistage integration methods, Nordsieck methods, and general linear methods with inherent Runge-Kutta stability. Exact coefficients for several low order methods with some desirable stability properties are presented for illustration.

A family of Multistep Collocation Methods for Volterra Integro‐Differential Equations

In this paper we analyze a family of multistep collocation methods for Volterra Integro‐Differential Equations, with the aim of increasing the order of classical one‐step collocation methods without increasing the computational cost. We discuss the order of the constructed methods and present the stability analysis.

Ef-Gaussian direct quadrature methods for Volterra integral equations with periodic solution

A direct quadrature method for the solution of Volterra integral equations with periodic solution is proposed. This method is based on an exponentially fitted quadrature rule of Gaussian type, whose parameters depend on the problem, in order to reproduce the behavior of the analytical solution. The error of the quadrature rule is examined and a convergence analysis of the direct quadrature method is given. Some numerical experiments are presented for comparison with other existing methods.