A nonlinear optimization approach to the construction of general linear methods of high order

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32 Scopus citations

Abstract

We describe the construction of diagonally implicit multistage integration methods of order and stage order p = q = 7 and p = q = 8 for ordinary differential equations. These methods were obtained using state-of-the-art optimization methods, particularly variable-model trust-region least-squares algorithms.

Original languageEnglish (US)
Pages (from-to)181-196
Number of pages16
JournalJournal of Computational and Applied Mathematics
Volume81
Issue number2
DOIs
StatePublished - Jul 8 1997

Keywords

  • A-stability
  • General linear method
  • L-stability
  • Least-squares minimization
  • Ordinary differential equation

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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