Construction and Implementation of General Linear Methods for Ordinary Differential Equations: A Review

  • Authors:

  • Z. Jackiewicz

  • Affiliations:

  • Department of Mathematics, Arizona State University, Tempe, USA 85287

  • Venue:
  • Journal of Scientific Computing
  • Year:
  • 2005

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Abstract

It it the purpose of this paper to review the results on the construction and implementation of diagonally implicit multistage integration methods for ordinary differential equations. The systematic approach to the construction of these methods with Runge---Kutta stability is described. The estimation of local discretization error for both explicit and implicit methods is discussed. The other implementations issues such as the construction of continuous extensions, stepsize and order changing strategy, and solving the systems of nonlinear equations which arise in implicit schemes are also addressed. The performance of experimental codes based on these methods is briefly discussed and compared with codes from Matlab ordinary differential equation (ODE) suite. The recent work on general linear methods with inherent Runge---Kutta stability is also briefly discussed