An analysis of discretisation methods for ordinary differential equations

<p>Numerical methods for solving initial value problems in ordinary differential equations are studied. A notation is introduced to represent cyclic methods in terms of two matrices, A<sub>h</sub>, and B<sub>h</sub>, and this is developed to cover the very extensive cl...

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Hlavní autoři: Pitcher, N, Pitcher, Neil
Další autoři: McKee, S
Médium: Diplomová práce
Jazyk:English
Vydáno: 1980
Témata:
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author Pitcher, N
Pitcher, Neil
author2 McKee, S
author_facet McKee, S
Pitcher, N
Pitcher, Neil
author_sort Pitcher, N
collection OXFORD
description <p>Numerical methods for solving initial value problems in ordinary differential equations are studied. A notation is introduced to represent cyclic methods in terms of two matrices, A<sub>h</sub>, and B<sub>h</sub>, and this is developed to cover the very extensive class of m-block methods. Some stability results are obtained and convergence is analysed by means of a new consistency concept, namely optimal consistency. It is shown that optimal consistency allows one to give two-sided bounds on the global error, and examples are given to illustrate this. The form of the inverse of A<sub>h</sub> is studied closely to give a criterion for the order of convergence to exceed that of consistency by one. Further convergence results are obtained , the first of which gives the orders of convergence for cases in which A<sub>h</sub>, and B<sub>h</sub>, have a special form, and the second of which gives rise to the possibility of the order of convergence exceeding that of consistency by two or more at some stages. In addition an alternative proof is given of the superconvergence result for collocation methods. In conclusion the work covered is set in the context of that done in recent years by various authors.</p>
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spelling oxford-uuid:b61bd199-57f9-40e5-80f1-c46aa5a49e582022-03-27T04:38:37ZAn analysis of discretisation methods for ordinary differential equationsThesishttp://purl.org/coar/resource_type/c_db06uuid:b61bd199-57f9-40e5-80f1-c46aa5a49e58Differential equationsNumerical solutionsNumerical analysisEnglishPolonsky Theses Digitisation Project1980Pitcher, NPitcher, NeilMcKee, SMc.Kee, S<p>Numerical methods for solving initial value problems in ordinary differential equations are studied. A notation is introduced to represent cyclic methods in terms of two matrices, A<sub>h</sub>, and B<sub>h</sub>, and this is developed to cover the very extensive class of m-block methods. Some stability results are obtained and convergence is analysed by means of a new consistency concept, namely optimal consistency. It is shown that optimal consistency allows one to give two-sided bounds on the global error, and examples are given to illustrate this. The form of the inverse of A<sub>h</sub> is studied closely to give a criterion for the order of convergence to exceed that of consistency by one. Further convergence results are obtained , the first of which gives the orders of convergence for cases in which A<sub>h</sub>, and B<sub>h</sub>, have a special form, and the second of which gives rise to the possibility of the order of convergence exceeding that of consistency by two or more at some stages. In addition an alternative proof is given of the superconvergence result for collocation methods. In conclusion the work covered is set in the context of that done in recent years by various authors.</p>
spellingShingle Differential equations
Numerical solutions
Numerical analysis
Pitcher, N
Pitcher, Neil
An analysis of discretisation methods for ordinary differential equations
title An analysis of discretisation methods for ordinary differential equations
title_full An analysis of discretisation methods for ordinary differential equations
title_fullStr An analysis of discretisation methods for ordinary differential equations
title_full_unstemmed An analysis of discretisation methods for ordinary differential equations
title_short An analysis of discretisation methods for ordinary differential equations
title_sort analysis of discretisation methods for ordinary differential equations
topic Differential equations
Numerical solutions
Numerical analysis
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