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Algebraically stable general linear methods and the G-matrix


Reference:

Hewitt, L. L. and Hill, A. T., 2009. Algebraically stable general linear methods and the G-matrix. BIT Numerical Mathematics, 49 (1), pp. 93-111.

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Official URL:

http://dx.doi.org/10.1007/s10543-008-0207-7

Abstract

The standard algebraic stability condition for general linear methods (GLMs) is considered in a modified form, and connected to a branch of Control Theory concerned with the discrete algebraic Riccati equation (DARE). The DARE theory shows that, for an algebraically stable method, there is a minimal G-matrix, G *, satisfying an equation, rather than an inequality. This result, and another alternative reformulation of algebraic stability, are applied to construct new GLMs with 2 steps and 2 stages, one of which has order p=4 and stage order q=3. The construction process is simplified by method-equivalence, and Butcher’s simplified order conditions for the case p≤q+1.

Details

Item Type Articles
CreatorsHewitt, L. L.and Hill, A. T.
DOI10.1007/s10543-008-0207-7
Uncontrolled Keywordsdiscrete algebraic riccati equation, general linear methods, algebraic stability
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code13876

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