Trigonometrically-Fitted Methods: A Review
Numerical methods for the solution of ordinary differential equations are based on polynomial interpolation. In 1952, Brock and Murray have suggested exponentials for the case that the solution is known to be of exponential type. In 1961, Gautschi came up with the idea of using information on the fr...
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          | Published in | Mathematics (Basel) Vol. 7; no. 12; p. 1197 | 
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| Main Authors | , | 
| Format | Journal Article | 
| Language | English | 
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        01.12.2019
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| ISSN | 2227-7390 2227-7390  | 
| DOI | 10.3390/math7121197 | 
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| Abstract | Numerical methods for the solution of ordinary differential equations are based on polynomial interpolation. In 1952, Brock and Murray have suggested exponentials for the case that the solution is known to be of exponential type. In 1961, Gautschi came up with the idea of using information on the frequency of a solution to modify linear multistep methods by allowing the coefficients to depend on the frequency. Thus the methods integrate exactly appropriate trigonometric polynomials. This was done for both first order systems and second order initial value problems. Gautschi concluded that “the error reduction is not very substantial unless” the frequency estimate is close enough. As a result, no other work was done in this direction until 1984 when Neta and Ford showed that “Nyström’s and Milne-Simpson’s type methods for systems of first order initial value problems are not sensitive to changes in frequency”. This opened the flood gates and since then there have been many papers on the subject. | 
    
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| AbstractList | Numerical methods for the solution of ordinary differential equations are based on polynomial interpolation. In 1952, Brock and Murray have suggested exponentials for the case that the solution is known to be of exponential type. In 1961, Gautschi came up with the idea of using information on the frequency of a solution to modify linear multistep methods by allowing the coefficients to depend on the frequency. Thus the methods integrate exactly appropriate trigonometric polynomials. This was done for both first order systems and second order initial value problems. Gautschi concluded that “the error reduction is not very substantial unless” the frequency estimate is close enough. As a result, no other work was done in this direction until 1984 when Neta and Ford showed that “Nyström’s and Milne-Simpson’s type methods for systems of first order initial value problems are not sensitive to changes in frequency”. This opened the flood gates and since then there have been many papers on the subject. | 
    
| Author | Neta, Beny Chun, Changbum  | 
    
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| Cites_doi | 10.1017/S0305004100034526 10.1214/aoms/1177729955 10.1093/imamat/18.2.189 10.1016/0377-0427(86)90028-2 10.1086/115629 10.1016/0168-9274(86)90016-4 10.1016/j.cpc.2008.07.013 10.3390/math7121197 10.1016/j.cam.2005.03.035 10.1016/0377-0427(86)90033-6 10.1002/zamm.19620420906 10.1016/0010-4655(78)90047-4 10.1007/BF01952791 10.1080/00207169108803985 10.1137/S0036142995286763 10.1098/rspa.1993.0061 10.1137/0724041 10.1007/BF01386037 10.1093/imanum/7.4.407 10.1016/j.cam.2009.08.103 10.1007/s11075-007-9084-4 10.1016/j.cam.2005.04.044 10.1016/j.camwa.2005.11.041 10.2307/2002545 10.1016/0377-0427(92)90224-L 10.1098/rspa.2003.1210 10.1093/imanum/drl040 10.2307/2008328 10.1016/S0898-1221(03)80005-6 10.1142/S0129183101002292 10.1007/BF03546251 10.1007/BF01601084 10.1016/j.apnum.2008.03.018 10.1007/BF02163234 10.1007/BF01934522 10.1016/0377-0427(84)90066-9 10.1002/nme.1620150506 10.1016/S0010-4655(01)00285-5 10.1016/j.cpc.2007.07.007 10.1016/j.cam.2014.09.008 10.1007/BF02247883 10.1007/BF01937488 10.1080/00207168608803532 10.2514/6.1998-4577  | 
    
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