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Rational methods for abstract linear, non-homogeneous problems without order reduction (2405.04195v4)
Published 7 May 2024 in math.NA and cs.NA
Abstract: Starting from an A-stable rational approximation to $\rm{e}z$ of order $p$, $$r(z)= 1+ z+ \cdots + zp/ p! + O(z{p+1}),$$ families of stable methods are proposed to time discretize abstract IVP's of the type $u'(t) = A u(t) + f(t)$. These numerical procedures turn out to be of order $p$, thus overcoming the order reduction phenomenon, and only one evaluation of $f$ per step is required.