Analysis of trigonometric implicit Runge–Kutta methods

Using generalized collocation techniques based on fitting functions that are trigonometric (rather than algebraic as in classical integrators), we develop a new class of multistage, one-step, variable stepsize, and variable coefficients implicit Runge–Kutta methods to solve oscillatory ODE problems....

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Veröffentlicht in:Journal of computational and applied mathematics 2007, Vol.198 (1), p.187-207
Hauptverfasser: Nguyen, Hoang Si, Sidje, Roger B., Huu Cong, Nguyen
Format: Artikel
Sprache:eng
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Zusammenfassung:Using generalized collocation techniques based on fitting functions that are trigonometric (rather than algebraic as in classical integrators), we develop a new class of multistage, one-step, variable stepsize, and variable coefficients implicit Runge–Kutta methods to solve oscillatory ODE problems. The coefficients of the methods are functions of the frequency and the stepsize. We refer to this class as trigonometric implicit Runge–Kutta (TIRK) methods. They integrate an equation exactly if its solution is a trigonometric polynomial with a known frequency. We characterize the order and A-stability of the methods and establish results similar to that of classical algebraic collocation RK methods.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2005.12.006