TY - JOUR
T1 - Order conditions for general linear methods
AU - Cardone, Angelamaria
AU - Jackiewicz, Zdzislaw
AU - Verner, James H.
AU - Welfert, Bruno
N1 - Funding Information:
First author (AC) was supported by GNCS-INdAM (Gruppo Nazionale per il Calcolo Scientifico-Istituto Nazionale di Alta Matematica). The work of third author (JV) was supported by the National Science and Engineering Research Council of Canada under grant A8147 .
Publisher Copyright:
© 2015 Elsevier B.V.
PY - 2015/12/15
Y1 - 2015/12/15
N2 - Abstract We describe the derivation of order conditions, without restrictions on stage order, for general linear methods for ordinary differential equations. This derivation is based on the extension of the Albrecht approach proposed in the context of Runge-Kutta and composite and linear cyclic methods. This approach was generalized by Jackiewicz and Tracogna to two-step Runge-Kutta methods, by Jackiewicz and Vermiglio to general linear methods with external stages of different orders, and by Garrappa to some classes of Runge-Kutta methods for Volterra integral equations with weakly singular kernels. This leads to general order conditions for many special cases of general linear methods such as diagonally implicit multistage integration methods, Nordsieck methods, and general linear methods with inherent Runge-Kutta stability. Exact coefficients for several low order methods with some desirable stability properties are presented for illustration.
AB - Abstract We describe the derivation of order conditions, without restrictions on stage order, for general linear methods for ordinary differential equations. This derivation is based on the extension of the Albrecht approach proposed in the context of Runge-Kutta and composite and linear cyclic methods. This approach was generalized by Jackiewicz and Tracogna to two-step Runge-Kutta methods, by Jackiewicz and Vermiglio to general linear methods with external stages of different orders, and by Garrappa to some classes of Runge-Kutta methods for Volterra integral equations with weakly singular kernels. This leads to general order conditions for many special cases of general linear methods such as diagonally implicit multistage integration methods, Nordsieck methods, and general linear methods with inherent Runge-Kutta stability. Exact coefficients for several low order methods with some desirable stability properties are presented for illustration.
KW - General linear methods
KW - Nordsieck methods
KW - Order conditions
KW - Two-step Runge-Kutta formulas
UR - http://www.scopus.com/inward/record.url?scp=84929627419&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84929627419&partnerID=8YFLogxK
U2 - 10.1016/j.cam.2015.04.042
DO - 10.1016/j.cam.2015.04.042
M3 - Article
AN - SCOPUS:84929627419
SN - 0377-0427
VL - 290
SP - 44
EP - 64
JO - Journal of Computational and Applied Mathematics
JF - Journal of Computational and Applied Mathematics
M1 - 10156
ER -