High Order Multistep Methods with Improved Phase-Lag Characteristics for the Integration of the Schr\"odinger Equation

In this work we introduce a new family of twelve-step linear multistep methods for the integration of the Schr\"odinger equation. The new methods are constructed by adopting a new methodology which improves the phase lag characteristics by vanishing both the phase lag function and its first derivatives at a specific frequency. This results in decreasing the sensitivity of the integration method on the estimated frequency of the problem. The efficiency of the new family of methods is proved via error analysis and numerical applications.Comment: 36 pages, 6 figure

A Trigonometrically Fitted Block Method for Solving Oscillatory Second-Order Initial Value Problems and Hamiltonian Systems

In this paper, we present a block hybrid trigonometrically fitted Runge-Kutta-Nyström method (BHTRKNM), whose coefficients are functions of the frequency and the step-size for directly solving general second-order initial value problems (IVPs), including Hamiltonian systems such as the energy conserving equations and systems arising from the semidiscretization of partial differential equations (PDEs). Four discrete hybrid formulas used to formulate the BHTRKNM are provided by a continuous one-step hybrid trigonometrically fitted method with an off-grid point. We implement BHTRKNM in a block-by-block fashion; in this way, the method does not suffer from the disadvantages of requiring starting values and predictors which are inherent in predictor-corrector methods. The stability property of the BHTRKNM is discussed and the performance of the method is demonstrated on some numerical examples to show accuracy and efficiency advantages

Solving the Telegraph and Oscillatory Differential Equations by a Block Hybrid Trigonometrically Fitted Algorithm

We propose a block hybrid trigonometrically fitted (BHT) method, whose coefficients are functions of the frequency and the step-size for directly solving general second-order initial value problems (IVPs), including systems arising from the semidiscretization of hyperbolic Partial Differential Equations (PDEs), such as the Telegraph equation. The BHT is formulated from eight discrete hybrid formulas which are provided by a continuous two-step hybrid trigonometrically fitted method with two off-grid points. The BHT is implemented in a block-by-block fashion; in this way, the method does not suffer from the disadvantages of requiring starting values and predictors which are inherent in predictor-corrector methods. The stability property of the BHT is discussed and the performance of the method is demonstrated on some numerical examples to show accuracy and efficiency advantages

An Order-seven Implicit Symmetric Scheme Applied to Second Order Initial Value Problems of Differential Equations

In this paper, a five-step predictor-corrector method of algebraic order seven is presented for solving second order initial value problems of ordinary differential equations directly without reduction to first order systems. Analysis of the basic properties of the method is considered and found to be consistent, zero-stable and symmetric. Some sample linear and nonlinear problems are solved to demonstrate the applicability of the method. It is observed that the present method approximates the exact solution well when compared with the two existing schemes that solved the same set of problems. Keywords: zero-stability, convergence, consistent, predictor-corrector, error constant, symmetri

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances