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Durham e-Theses
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Collocation methods for a class of second order initial value problems with oscillatory solutions

Booth, Andrew S. (1993) Collocation methods for a class of second order initial value problems with oscillatory solutions. Doctoral thesis, Durham University.



We derive and analyse two families of multistep collocation methods for periodic initial-value problems of the form y" = f(x, y); y((^x)o) = yo, y(^1)(xo) = zo involving ordinary differential equations of second order in which the first derivative does not appear explicitly. A survey of recent results and proposed numerical methods is given in chapter 2. Chapter 3 is devoted to the analysis of a family of implicit Chebyshev methods proposed by Panovsky k Richardson. We show that for each non-negative integer r, there are two methods of order 2r from this family which possess non-vanishing intervals of periodicity. The equivalence of these methods with one-step collocation methods is also established, and these methods are shown to be neither P-stable nor symplectic. In chapters 4 and 5, two families of multistep collocation methods are derived, and their order and stability properties are investigated. A detailed analysis of the two-step symmetric methods from each class is also given. The multistep Runge-Kutta-Nystrom methods of chapter 4 are found to be difficult to analyse, and the specific examples considered are found to perform poorly in the areas of both accuracy and stability. By contrast, the two-step symmetric hybrid methods of chapter 5 are shown to have excellent stability properties, in particular we show that all two-step 27V-point methods of this type possess non-vanishing intervals of periodicity, and we give conditions under which these methods are almost P-stable. P-stable and efficient methods from this family are obtained and demonstrated in numerical experiments. A simple, cheap and effective error estimator for these methods is also given.

Item Type:Thesis (Doctoral)
Award:Doctor of Philosophy
Thesis Date:1993
Copyright:Copyright of this thesis is held by the author
Deposited On:16 Nov 2012 10:53

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