English

Algebraic-based nonstandard time-stepping schemes

Numerical Analysis 2015-09-16 v1 Classical Analysis and ODEs

Abstract

In this preliminary work, we present nonstandard time-stepping strategies to solve differential equations based on the algebraic estimation method applied to the estimation of time-derivative, which provides interesting properties of "internal" filtering. We consider firstly a classical finite difference method, like the explicit Euler method for which we study the possibility of using the algebraic estimation of derivatives instead of the usual finite difference to compute the numerical derivation. Then, we investigate how to use the algebraic estimation of derivatives in order to improve the slope predictions in RK-based schemes.

Keywords

Cite

@article{arxiv.1509.04566,
  title  = {Algebraic-based nonstandard time-stepping schemes},
  author = {Loïc Michel},
  journal= {arXiv preprint arXiv:1509.04566},
  year   = {2015}
}

Comments

15 pages

R2 v1 2026-06-22T10:57:15.168Z