2012/08/16 by Gregory Beylkin, Beylkin, Gregory, Kristian Sandberg +1
Mathematics · Physics and Astronomy · #Classical Analysis and ODEs (math.CA) #Electromagnetic Scattering and Analysis #FOS: Mathematics #Mathematical functions and polynomials #Numerical Analysis (math.NA) #Numerical methods for differential equations
paper · pdf · doi:10.48550/arxiv.1208.3285
openalex publication_date 2012/08/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We use generalized Gaussian quadratures for exponentials to develop a new ODE solver. Nodes and weights of these quadratures are computed for a given bandlimit c and user selected accuracy ε, so that they integrate functions eibx, for all |b|≤ c, with accuracy ε. Nodes of these quadratures do not concentrate excessively near the end points of an interval as those of the standard, polynomial-based Gaussian quadratures. Due to this property, the usual implicit Runge Kutta (IRK) collocation method may be used with a large number of nodes, as long as the method chosen for solving the nonlinear system of equations converges. We show that the resulting ODE solver is symplectic and demonstrate (numerically) that it is A-stable. We use this solver, dubbed Band-limited Collocation (BLC-IRK), in the problem of orbit determination. Since BLC-IRK minimizes the number of nodes needed to obtain the solution, in this problem we achieve speed close to that of explicit multistep methods.