Generalized extrapolation methods based on compositions of a basic 2nd-order scheme

S. Blanes, F. Casas and L. Shaw

Applied Mathematics and Computation, 2024, vol. 473, issue C

Abstract: We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization of extrapolation methods and multi-product expansions. A general analysis is provided and new methods up to order 8 are built and tested. The new approach is shown to reduce the latency problem when implemented in a parallel environment and leads to schemes that are significantly more efficient than standard extrapolation when the linear combination is delayed by a number of steps.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:473:y:2024:i:c:s0096300324001358

DOI: 10.1016/j.amc.2024.128663

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