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Higher‐order accurate time‐step‐integration algorithms by post‐integration techniques
Author(s) -
Fung T. C.
Publication year - 2001
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.332
Subject(s) - numerical integration , algorithm , runge–kutta methods , dissipation , order (exchange) , mathematics , construct (python library) , order of accuracy , numerical analysis , computer science , mathematical optimization , numerical stability , mathematical analysis , physics , finance , economics , thermodynamics , programming language
In this paper, a framework to construct higher‐order‐accurate time‐step‐integration algorithms based on the post‐integration techniques is presented. The prescribed initial conditions are naturally incorporated in the formulations and can be strongly or weakly enforced. The algorithmic parameters are chosen such that unconditionally A ‐stable higher‐order‐accurate time‐step‐integration algorithms with controllable numerical dissipation can be constructed for linear problems. Besides, it is shown that the order of accuracy for non‐linear problems is maintained through the relationship between the present formulation and the Runge–Kutta method. The second‐order differential equations are also considered. Numerical examples are given to illustrate the validity of the present formulation. Copyright © 2001 John Wiley & Sons, Ltd.