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General linear methods

General linear methods (GLMs) are a large class of numerical methods used to obtain numerical solutions to differential equations. This large class… 
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Related topics

Related topics

10 relations
Collocation methodExponential integratorGeneral linear modelGeneralized linear model

Papers overview

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2017
2017
Calibration to vanilla and barrier options with the Gyöngy and Brunick-Shreve Markovian projections
In this thesis, we present a novel approach to the calibration of diffusion models to vanilla and barrier options with the Gyongy… 
2015
2015
Structure-preserving general linear methods
Geometric integration concerns the analysis and construction of structure-preserving numerical methods for the long-time… 
2014
2014
CONSTRUCTION OF EXTENDED EXPONENTIAL GENERAL LINEAR METHODS
This paper is concerned with the construction and numerical analysis of Extended Exponential General Linear Methods (EEGLM… 
2013
2013
On Error Estimation In General Linear Methods: Runge Kutta (Rk) And Almost Runge-Kutta (Ark) Methods
General linear methods (GLM) apply to a large family of numerical methods for ordinary differential equations, with Runge- Kutta… 
2010
2010
G-matrices for algebraically stable general linear methods
This paper describes a technique from Control whereby the G-matrix for an algebraically stable general linear method may be found… 
2010
2010
A Generic Framework for Time-Stepping PDEs: general linear methods, object-orientated implementation and application to fluid problems
Time-stepping algorithms and their implementations are a critical component within the solution of time-dependent partial… 
2005
2005
STABILITY OF GENERAL LINEAR METHODS FOR SYSTEMS OF FUNCTIONAL-DIFFERENTIAL AND FUNCTIONAL EQUATIONS
This paper is concerned with the numerical solution of functional-differential and func-tional equations which include functional… 
2001
2001
QUADRATIC INVARIANTS AND SYMPLECTIC STRUCTURE OF GENERAL LINEAR METHODS
介绍了一般线性方法的某 invariants 和能量守恒定律的研究的焦点适用于微分方程系统。二次的 invariants 的信息；symplectic 结构的保存；多重 Runge-Kutta 方法上的细节；一个腿方法的方程。 
2000
2000
ON THE SOLVABILITY OF GENERAL LINEAR METHODS FOR DISSIPATIVE DYNAMICAL SYSTEMS
现在的报纸的主要目的是检验存在和在应用程序产生的含蓄的方程的解决方案的本地唯一，并且扩大存在相关的一弱代数学地稳定的一般线性方法到消散的动态系统由 Humphries 和斯图亚特(1994 ) 的 Runge-Kutta 方法的结果。[从作者抽象] 
1997
1997
A Nonlinear Optimization Approach to the Construction of General Linear Methods of High Order
We describe the construction of diagonally implicit multistage integration methods of order and stage order p = q = 7 and p = q… 
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