Collocation method: Difference between revisions

Revision as of 11:58, 25 February 2011

Revision as of 12:00, 9 March 2011

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All these collocation methods are in fact implicit [[Runge–Kutta methods]]. However, not all implicit Runge–Kutta methods are collocation methods.

<ref>{{cite book |title= Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations |last= Ascher |first=Uri M. |authorlink= |coauthors=Linda R. Petzold |year=1998 |publisher=SIAM |___location=Philadelphia, USA |isbn=0-89871-412-5}}</ref>

=== Example ===

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== References ==

{{Reflist}}

*Ernst Hairer, Syvert Nørsett and Gerhard Wanner, ''Solving ordinary differential equations I: Nonstiff problems,'' second edition, Springer Verlag, Berlin, 1993. ISBN 3-540-56670-8.

*Arieh Iserles, ''A First Course in the Numerical Analysis of Differential Equations,'' Cambridge University Press, 1996. ISBN 0-521-55376-8 (hardback), ISBN 0-521-55655-4 (paperback).

{{Template:Numerical PDE}}

{{DEFAULTSORT:Collocation Method}}

[[Category:Numerical differential equations]]