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Towards practical general linear methods

John Butcher

Department of Mathematics, The University of Auckland, New Zealand
butcher@math.auckland.ac.nz
http://www.math.auckland.ac.nz/~butcher
Invited talk


General linear methods were originally introduced in the hope that they would provide a unifying basis for the study of a wide variety of existing methods. A second hope was that this formulation would point the way to new practical methods. This lecture will survey early work by the author and by Ernst Hairer and Gerhard Wanner in which the theories of order and stability for this broad class of methods methods were established. Alongside these general and theoretical developments, the search for methods suitable for practical implementation has shown only limited success. The author now believes that there is some advantage in restricting attention to methods possessing ``RK stability" (that is, methods which behave like Runge-Kutta methods, from the linear stability point of view). The derivation of methods in this restricted class, using techniques discovered in collaboration with Will Wright, will be discussed.



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Ernst Hairer
2002-05-10