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Jacobian-Dependent Two-Stage Peer Method for Ordinary Differential Equations

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Computational Science and Its Applications – ICCSA 2021 (ICCSA 2021)

Abstract

In this paper we derive new explicit two-stage peer methods for the numerical solution of ordinary differential equations by using the technique introduced in [2] for Runge-Kutta methods. This technique allows to re-determine the order conditions of classical methods, obtaining new coefficients values. The coefficients of new methods are no longer constant, but depend on the Jacobian function of the ordinary differential equation. The new methods preserve the order of classical peer methods, and are more accurate and with better stability properties. Numerical tests highlight the advantage of new methods especially for stiff problems.

The authors Conte, Pagano and Paternoster are members of the GNCS group. This work is supported by GNCS-INDAM project and by PRIN2017-MIUR project.

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Correspondence to Giovanni Pagano .

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Conte, D., Pagano, G., Paternoster, B. (2021). Jacobian-Dependent Two-Stage Peer Method for Ordinary Differential Equations. In: Gervasi, O., et al. Computational Science and Its Applications – ICCSA 2021. ICCSA 2021. Lecture Notes in Computer Science(), vol 12949. Springer, Cham. https://doi.org/10.1007/978-3-030-86653-2_23

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  • DOI: https://doi.org/10.1007/978-3-030-86653-2_23

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