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Nordsieck representation of DIMSIMs

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Abstract

A new representation for diagonally implicit multistage integration methods (DIMSIMs) is derived in which the vector of external stages directly approximates the Nordsieck vector. The methods in this formulation are zero-stable for any choice of variable mesh. They are also easy to implement since changing step-size corresponds to a simple rescaling of the vector of external approximations. The paper contains an analysis of local truncation error and of error accumulation in a variable step-size situation.

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Butcher, J., Chartier, P. & Jackiewicz, Z. Nordsieck representation of DIMSIMs. Numerical Algorithms 16, 209–230 (1997). https://doi.org/10.1023/A:1019195215402

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  • DOI: https://doi.org/10.1023/A:1019195215402

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