Convergence, stability and truncation error estimation of a method for the numerical integration of the initial value problemY″=F(X, Y)

CALCOLO ◽  
1981 ◽  
Vol 18 (4) ◽  
pp. 371-382 ◽  
Author(s):  
F. Costabile ◽  
A. Varano
Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 2028
Author(s):  
Fernando García-Alonso ◽  
José Antonio Reyes ◽  
Mónica Cortés-Molina

A new method of numerical integration for a perturbed and damped systems of linear second-order differential equations is presented. This new method, under certain conditions, integrates, without truncation error, the IVPs (initial value problems) of the type: x″(t)+Ax′(t)+Cx(t)=εF(x(t),t), x(0)=x0, x′(0)=x0′, t∈[a,b]=I, which appear in structural dynamics, astrodynamics, and other fields of physics and engineering. In this article, a succession of real functions is constructed with values in the algebra of m×m matrices. Their properties are studied and we express the solution of the proposed IVP through a serial expansion of the same, whose coefficients are calculated by means of recurrences involving the perturbation function. This expression of the solution is used for the construction of the new numerical method. Three problems are solved by means of the new series method; we contrast the results obtained with the exact solution of the problem and with its first integral. In the first problem, a quasi-periodic orbit is integrated; in the second, a problem of structural dynamics associated with an earthquake is studied; in the third, an equatorial satellite problem when the perturbation comes from zonal harmonics J2 is solved. The good behavior of the series method is shown by comparing the results obtained against other integrators.


2017 ◽  
Vol 15 (1) ◽  
pp. 1344-1350
Author(s):  
Muhammet Yazıcı ◽  
Harun Selvitopi

Abstract We propose the multiplicative explicit Euler, multiplicative implicit Euler, and multiplicative Crank-Nicolson algorithms for the numerical solutions of the multiplicative partial differential equation. We also consider the truncation error estimation for the numerical methods. The stability of the algorithms is analyzed by using the matrix form. The result reveals that the proposed numerical methods are effective and convenient.


Author(s):  
R Piché ◽  
P Nevalainen

A Rosenbrock algorithm with varying time step is adapted for transient analysis of damped second-order differential equations. The time step adjustment is based on an embedded local truncation error estimation formula. An interpolation formula can be used for intermediate output. The stepping formula is L-stable and the error estimation formula is bounded for large time steps. The Rosenbrock algorithm is compared with the Thomas—Gladwell STEP34 algorithm, which is found to be only conditionally stable. Numerical results are given for two linear examples: a stiff, linear, two-degree-of-freedom system and a non-proportionally damped plate.


2013 ◽  
Author(s):  
Tyrone Phillips ◽  
Joseph M. Derlaga ◽  
Christopher J. Roy ◽  
Jeffrey Borggaard

2014 ◽  
Vol 64 (2) ◽  
pp. 425-455 ◽  
Author(s):  
Gonzalo Rubio ◽  
François Fraysse ◽  
David A. Kopriva ◽  
Eusebio Valero

Sign in / Sign up

Export Citation Format

Share Document