Optimal stability for trapezoidal-backward difference split-steps

The marginal stability of the trapezoidal method makes it dangerous to use for highly non-linear oscillations. Damping is provided by backward differences. The split-step combination (αΔt trapezoidal, (1 – α)Δt for BDF2) retains second-order accuracy. The ‘magic choice’ a = 2 – √2 allows the same Ja...

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Bibliographic Details
Main Authors: Dharmaraja, Sohan, Wang, Yinghui, Strang, Gilbert
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:en_US
Published: Oxford University Press 2013
Online Access:http://hdl.handle.net/1721.1/80879
https://orcid.org/0000-0001-7473-9287