Wave digital filter principles can be applied to the numerical solution of many kinds of differential equations. But, while passivity of the resulting algorithms ensures a lot of desirable numerical stability properties, exactly the same attribute limits the approximation accuracy attainable with linear multistep methods. It will be shown that, by merging the wave digital concept with Runge-Kutta methods, algorithms of higher accuracy can be found which preserve passivity and the stability properties induced herewith
Published in:
Circuits and Systems, 2001. ISCAS 2001. The 2001 IEEE International Symposium on
(Volume:3
)
Date of Conference: 6-9 May 2001