Strongly A-stable first stage explicit collocation methods with stepsize control for stiff and differential�algebraic equations

Severiano González Pinto; Domingo Hernández Abreu; B. Simeon

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Strongly A-stable first stage explicit collocation methods with stepsize control for stiff and differential�algebraic equations

Autores: Severiano González Pinto , Domingo Hernández Abreu, B. Simeon
Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 259, Nº 1, 2014, págs. 138-152
Idioma: inglés
DOI: 10.1016/j.cam.2013.04.011
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Resumen
- A variable stepsize implementation of a recently introduced one-parameter family of high order strongly A-stable Runge�Kutta collocation methods with the first internal stage of explicit type is presented. The so-called SAFERK(á, s) methods with free parameter á and s stages are well-suited for the integration of stiff and differential�algebraic systems, and they are computationally equivalent to the (s . 1)-stage Radau IIA method, since they all have a similar amount of implicitness. For the same number of implicit stages, both SAFERK(á, s) and Radau IIA(s . 1) methods possess algebraic order 2s . 3, whereas the stage order is one unit higher for SAFERK methods. Although there are no L-stable schemes in this method family, the free parameter á can be selected in order to minimize the error coefficients or to maximize the numerical dissipation. Besides a general discussion of the method class, it is shown here how the 4-stage methods can be endowed with an embedded third order formula, and an implementation based on the perfected RADAU5 code with an adaptive stepsize controller proves to be competitive for a wide selection of test problems including electric circuit analysis, constrained mechanical systems, and time-dependent partial differential equations treated by the method of lines.