Optimal Stability Polynomials for Numerical Integration of Initial Value Problems

By Ketcheson David I. and Ahmadia Aron J.
Communications in Applied Mathematics and Computational Science (2012)

  • David Ketcheson

    King Abdullah University of Science and Technology

    Saudi Arabia

  • Aron Ahmadia

    U.S. Army Corps of Engineers

    USA

Created

November 6, 2013

Last update

November 6, 2013

Software

Matlab

Ranking

62

Visits

3318

Downloads

56

Description

This code reproduces the figures 3a, 3b, 4a, 4b, 6a, 6b and 7b of the article “Optimal stability polynomials for numerical integration of initial value problems” (David I. Ketcheson and Aron J. Ahmadia, 2012). The user can fix the number of stages (s) and the order p, and then retrieve (1) the scaled size of real axis interval inclusion for optimized methods Hopt/s^2 (Table 1, page 12), (2) the scaled size of imaginary axis inclusion for optimized methods Hopt/s (Table 2, page 13), (3) the relative size of largest disk that can be included in the stability region scaled by the number of stages (Figure 5, page 15) and (4) the optimal effective step size (Figure 7a, page 16). Please note that updated code is available at http://numerics.kaust.edu.sa/RK-opt/

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