Analysis of Spectral Hamiltonian Boundary Value Methods (SHBVMs) for the numerical solution of ODE problems

Fuente: arXiv
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Hauptverfasser: Amodio, Pierluigi, Brugnano, Luigi, Iavernaro, Felice
Format: Preprint
Veröffentlicht: 2018
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author Amodio, Pierluigi
Brugnano, Luigi
Iavernaro, Felice
author_facet Amodio, Pierluigi
Brugnano, Luigi
Iavernaro, Felice
contents Recently, the numerical solution of stiffly/highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. While a theoretical analysis of this spectral approach has been only partially addressed, there is enough numerical evidence that it turns out to be very effective even when applied to a wider range of problems. Here we fill this gap by providing a thorough convergence analysis of the methods and confirm the theoretical results with the aid of a few numerical tests.
format Preprint
id arxiv_https___arxiv_org_abs_1811_06800
institution arXiv
publishDate 2018
record_format arxiv
spellingShingle Analysis of Spectral Hamiltonian Boundary Value Methods (SHBVMs) for the numerical solution of ODE problems
Amodio, Pierluigi
Brugnano, Luigi
Iavernaro, Felice
Numerical Analysis
65L05, 65P10
Recently, the numerical solution of stiffly/highly-oscillatory Hamiltonian problems has been attacked by using Hamiltonian Boundary Value Methods (HBVMs) as spectral methods in time. While a theoretical analysis of this spectral approach has been only partially addressed, there is enough numerical evidence that it turns out to be very effective even when applied to a wider range of problems. Here we fill this gap by providing a thorough convergence analysis of the methods and confirm the theoretical results with the aid of a few numerical tests.
title Analysis of Spectral Hamiltonian Boundary Value Methods (SHBVMs) for the numerical solution of ODE problems
topic Numerical Analysis
65L05, 65P10
url https://arxiv.org/abs/1811.06800