The class of A-stable symmetric one-step Hermite-Obreshkov (HO) methods introduced by F. Loscalzo in 1968 for dealing with initial value problems is analyzed. Such schemes have the peculiarity of admitting a multiple knot spline extension collocating the differential equation at the mesh points. As a new result, it is shown that these maximal order schemes are conjugate symplectic, which is a benefit when the methods have to be applied to Hamiltonian problems. Furthermore, a new efficient approach for the computation of the spline extension is introduced, adopting the same strategy developed for the BS linear multistep methods. The performances of the schemes are tested in particular on some Hamiltonian benchmarks and compared with those of the Gauss-Runge-Kutta schemes and Euler-Maclaurin formulas of the same order.

On a class of hermite-obreshkov one-step methods with continuous spline extension

Mazzia, Francesca;
2018-01-01

Abstract

The class of A-stable symmetric one-step Hermite-Obreshkov (HO) methods introduced by F. Loscalzo in 1968 for dealing with initial value problems is analyzed. Such schemes have the peculiarity of admitting a multiple knot spline extension collocating the differential equation at the mesh points. As a new result, it is shown that these maximal order schemes are conjugate symplectic, which is a benefit when the methods have to be applied to Hamiltonian problems. Furthermore, a new efficient approach for the computation of the spline extension is introduced, adopting the same strategy developed for the BS linear multistep methods. The performances of the schemes are tested in particular on some Hamiltonian benchmarks and compared with those of the Gauss-Runge-Kutta schemes and Euler-Maclaurin formulas of the same order.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11586/225228
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