Optimal stability polynomials for numerical integration of initial value problems

@inproceedings{Ketcheson2012OptimalSP,
  title={Optimal stability polynomials for numerical integration of initial value problems},
  author={David I. Ketcheson and Aron J. Ahmadia},
  year={2012}
}
We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest stable step size and corresponding method for a given problem when the spectrum of the initial value problem is known. The problem is expressed in terms of a general least deviation feasibility problem. Its solution is obtained by a new fast, accurate, and robust… CONTINUE READING
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